+15.0%
SOFI vs MLM
+41.9%
-26.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.6% |
| 7D | +0.9% | -2.9% | +3.8% | +3.5% |
| 30D | -0.2% | -6.8% | +6.7% | +6.1% |
| 3M | +6.2% | -11.2% | +17.5% | +16.0% |
| 6M | -2.6% | -21.8% | +19.3% | +18.4% |
| YTD | -30.4% | -17.0% | -13.4% | -21.2% |
| 1Y | -28.2% | -16.4% | -11.8% | -19.5% |
| 3Y | +107.3% | +14.5% | +92.8% | +68.2% |
| All | +15.0% | +41.9% | -26.9% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling