+121.0%
SRE vs MLM
+149.0%
-28.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -8.2% | -2.9% | -5.3% | -7.5% |
| 30D | -3.6% | +10.4% | -14.1% | -6.2% |
| 3M | -6.3% | -3.7% | -2.5% | -5.6% |
| 6M | -13.0% | -10.3% | -2.8% | -11.1% |
| YTD | -9.2% | -14.8% | +5.6% | -6.2% |
| 1Y | -13.1% | -13.9% | +0.8% | -10.6% |
| 3Y | +22.4% | +18.4% | +4.0% | +14.2% |
| 5Y | +47.1% | +31.8% | +15.3% | +30.7% |
| 10Y | +121.0% | +143.4% | -22.4% | +55.1% |
| All | +121.0% | +149.0% | -28.0% | +55.1% |
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 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