-45.2%
SOFI vs MLM
-12.5%
-32.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.5% | +0.9% | +2.2% |
| 7D | +0.9% | -3.8% | +4.8% | +2.8% |
| 30D | +6.0% | +11.0% | -5.0% | +1.5% |
| 3M | -8.9% | -3.1% | -5.8% | -7.8% |
| 6M | +6.3% | -9.8% | +16.1% | +9.2% |
| YTD | -36.0% | -14.4% | -21.7% | -37.4% |
| All | -45.2% | -12.5% | -32.7% | -47.4% |
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