+105.9%
SRE vs MLM
+185.4%
-79.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.2% | -1.6% |
| 7D | -9.2% | -4.1% | -5.0% | -8.2% |
| 30D | -1.9% | +8.2% | -10.1% | -3.9% |
| 3M | -6.5% | -3.6% | -3.0% | -5.9% |
| 6M | -15.2% | -15.6% | +0.3% | -12.0% |
| YTD | -9.5% | -16.4% | +7.0% | -6.1% |
| 1Y | -13.2% | -14.3% | +1.1% | -10.7% |
| 3Y | +19.5% | +19.3% | +0.2% | +11.6% |
| 5Y | +43.6% | +29.6% | +14.0% | +28.8% |
| All | +105.9% | +185.4% | -79.5% | +57.9% |
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