+448.0%
SNXX vs MLM
-22.3%
+470.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.8% | +4.5% | +3.2% |
| 7D | +27.3% | -2.7% | +30.0% | +28.2% |
| 30D | +89.3% | -8.3% | +97.6% | +93.2% |
| 3M | -29.6% | -12.0% | -17.6% | -26.3% |
| 6M | +324.4% | -17.6% | +342.1% | +357.0% |
| All | +448.0% | -22.3% | +470.3% | +512.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling