+155.0%
SO vs MLM
+199.9%
-44.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -1.0% |
| 7D | -0.2% | -2.9% | +2.7% | +0.4% |
| 30D | -4.6% | -6.8% | +2.2% | -3.4% |
| 3M | -3.0% | -11.2% | +8.2% | -1.2% |
| 6M | -8.3% | -21.8% | +13.6% | -4.4% |
| YTD | +3.5% | -17.0% | +20.5% | +6.5% |
| 1Y | -0.9% | -16.4% | +15.4% | +1.6% |
| 3Y | +45.4% | +14.5% | +30.9% | +38.7% |
| 5Y | +59.6% | +41.7% | +17.9% | +43.6% |
| All | +155.0% | +199.9% | -44.9% | +91.5% |
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