-11.1%
SRE vs MLM
-16.0%
+4.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | +1.8% | -0.9% | +2.6% | +1.9% |
| 30D | -3.0% | +9.0% | -12.0% | -3.7% |
| 3M | -7.3% | -5.6% | -1.7% | -6.5% |
| 6M | -11.9% | -10.7% | -1.2% | -10.5% |
| YTD | -7.9% | -17.2% | +9.3% | -7.1% |
| 1Y | -11.1% | -14.2% | +3.1% | -11.7% |
| All | -11.1% | -16.0% | +4.8% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling