+6.5%
SO vs MLM
-12.5%
+19.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.1% | +1.0% |
| 7D | -1.1% | -3.8% | +2.7% | -0.7% |
| 30D | +8.6% | +11.0% | -2.4% | +7.3% |
| 3M | +1.8% | -3.1% | +4.8% | +2.0% |
| 6M | +3.6% | -9.8% | +13.4% | +4.8% |
| YTD | +9.9% | -14.4% | +24.3% | +12.2% |
| All | +6.5% | -12.5% | +19.0% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling