+37.3%
SOFI vs MLM
+93.7%
-56.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.5% | +0.9% | +1.3% |
| 7D | +0.9% | -3.8% | +4.8% | +4.3% |
| 30D | +6.0% | +11.0% | -5.0% | -2.7% |
| 3M | -8.9% | -3.1% | -5.8% | -6.8% |
| 6M | +6.3% | -9.8% | +16.1% | +13.7% |
| YTD | -36.0% | -14.4% | -21.7% | -29.9% |
| 1Y | -40.6% | -12.6% | -28.1% | -36.0% |
| 3Y | +144.5% | +19.7% | +124.8% | +96.7% |
| 5Y | -24.3% | +29.8% | -54.1% | -45.8% |
| All | +37.3% | +93.7% | -56.4% | -26.3% |
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