+192.9%
SO vs MLM
+140.0%
+52.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.2% |
| 7D | -0.9% | -2.0% | +1.1% | -0.6% |
| 30D | +4.9% | +9.5% | -4.6% | +3.1% |
| 3M | +0.8% | -4.7% | +5.5% | +1.5% |
| 6M | +0.6% | -10.7% | +11.3% | +2.3% |
| YTD | +8.7% | -16.6% | +25.2% | +11.6% |
| 1Y | +4.0% | -15.4% | +19.3% | +6.5% |
| 3Y | +50.6% | +15.9% | +34.6% | +43.0% |
| 5Y | +77.5% | +27.1% | +50.3% | +62.7% |
| All | +192.9% | +140.0% | +52.9% | +122.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling