+178.2%
SO vs MLM
+190.7%
-12.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.4% | +1.2% |
| 7D | +0.4% | -1.2% | +1.6% | +0.6% |
| 30D | +9.2% | +7.9% | +1.3% | +7.7% |
| 3M | +1.1% | -4.5% | +5.5% | +1.7% |
| 6M | -1.1% | -12.6% | +11.6% | +1.0% |
| YTD | +9.7% | -14.9% | +24.5% | +12.1% |
| 1Y | +5.5% | -13.1% | +18.6% | +7.4% |
| 3Y | +47.0% | +21.2% | +25.8% | +38.8% |
| 5Y | +77.6% | +32.0% | +45.6% | +62.2% |
| All | +178.2% | +190.7% | -12.6% | +121.9% |
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