-52.0%
SOUN vs MLM
+49.6%
-101.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.3% | -6.6% | -6.9% |
| 7D | -15.5% | -2.0% | -13.5% | -14.1% |
| 30D | -26.2% | +9.5% | -35.7% | -31.9% |
| 3M | -51.4% | -4.7% | -46.6% | -49.7% |
| 6M | -55.3% | -10.7% | -44.6% | -52.6% |
| YTD | -63.9% | -16.6% | -47.3% | -59.5% |
| 1Y | -72.8% | -15.4% | -57.4% | -69.9% |
| 3Y | +101.1% | +15.9% | +85.2% | +76.3% |
| All | -52.0% | +49.6% | -101.6% | -56.1% |
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