+175.2%
SO vs MLM
+185.4%
-10.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.8% | -0.7% |
| 7D | -1.5% | -4.1% | +2.7% | -0.8% |
| 30D | +8.1% | +8.2% | -0.1% | +6.5% |
| 3M | +0.2% | -3.6% | +3.8% | +0.7% |
| 6M | +0.4% | -15.6% | +15.9% | +3.1% |
| YTD | +8.5% | -16.4% | +24.9% | +11.3% |
| 1Y | +4.9% | -14.3% | +19.3% | +7.1% |
| 3Y | +47.9% | +19.3% | +28.6% | +40.0% |
| 5Y | +75.7% | +29.6% | +46.1% | +61.0% |
| All | +175.2% | +185.4% | -10.2% | +120.3% |
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