+1,507.7%
SRE vs MLM
+1,565.3%
-57.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -0.9% |
| 7D | -0.3% | -2.9% | +2.6% | +0.3% |
| 30D | -0.7% | -6.8% | +6.1% | +0.8% |
| 3M | -6.3% | -11.2% | +4.9% | -4.0% |
| 6M | -10.7% | -21.8% | +11.2% | -5.8% |
| YTD | -3.5% | -17.0% | +13.5% | +0.1% |
| 1Y | +5.3% | -16.4% | +21.7% | +8.8% |
| 3Y | +31.8% | +14.5% | +17.3% | +25.3% |
| 5Y | +47.4% | +41.7% | +5.6% | +31.2% |
| 10Y | +120.6% | +200.0% | -79.5% | +57.2% |
| All | +1,507.7% | +1,565.3% | -57.6% | +619.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling