+128.5%
SRE vs MLM
+140.0%
-11.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.3% |
| 7D | -1.1% | -2.0% | +0.9% | -0.5% |
| 30D | -4.1% | +9.5% | -13.6% | -6.5% |
| 3M | -7.3% | -4.7% | -2.6% | -6.4% |
| 6M | -14.1% | -10.7% | -3.4% | -12.1% |
| YTD | -8.5% | -16.6% | +8.0% | -5.0% |
| 1Y | -12.0% | -15.4% | +3.4% | -9.0% |
| 3Y | +23.4% | +15.9% | +7.4% | +15.7% |
| 5Y | +51.3% | +27.1% | +24.2% | +35.7% |
| All | +128.5% | +140.0% | -11.4% | +61.7% |
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