+186.8%
SO vs MLM
+167.5%
+19.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.1% | +0.9% |
| 7D | -1.1% | -3.8% | +2.7% | -0.4% |
| 30D | +8.6% | +11.0% | -2.4% | +6.4% |
| 3M | +1.8% | -3.1% | +4.8% | +2.2% |
| 6M | +3.6% | -9.8% | +13.4% | +5.2% |
| YTD | +9.9% | -14.4% | +24.3% | +12.4% |
| 1Y | +5.7% | -12.6% | +18.3% | +7.6% |
| 3Y | +52.5% | +19.7% | +32.8% | +44.0% |
| 5Y | +77.3% | +29.8% | +47.6% | +62.0% |
| 10Y | +186.8% | +153.5% | +33.3% | +118.0% |
| All | +186.8% | +167.5% | +19.3% | +118.0% |
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