+19.5%
SRE vs MLM
+18.7%
+0.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.8% |
| 3M | -6.5% | -3.6% | -3.0% | -5.9% |
| 6M | -15.2% | -15.6% | +0.3% | -11.6% |
| YTD | -9.5% | -16.4% | +7.0% | -6.0% |
| 1Y | -13.2% | -14.3% | +1.1% | -10.7% |
| 3Y | +19.5% | +19.3% | +0.2% | +2.2% |
| All | +19.5% | +18.7% | +0.8% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling