+112.6%
SOFI vs MLM
+20.2%
+92.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.4% |
| 7D | +0.9% | -2.9% | +3.8% | +3.1% |
| 30D | -0.2% | -6.8% | +6.7% | +5.3% |
| 3M | +6.2% | -11.2% | +17.5% | +14.7% |
| 6M | -2.6% | -21.8% | +19.3% | +16.2% |
| YTD | -30.4% | -17.0% | -13.4% | -22.6% |
| 1Y | -28.2% | -16.4% | -11.8% | -20.9% |
| All | +112.6% | +20.2% | +92.4% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling