+1,408.0%
SRE vs MLM
+1,576.2%
-168.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.2% | -1.6% |
| 7D | -9.2% | -4.1% | -5.0% | -8.3% |
| 30D | -1.9% | +8.2% | -10.1% | -3.8% |
| 3M | -6.5% | -3.6% | -3.0% | -6.0% |
| 6M | -15.2% | -15.6% | +0.3% | -12.3% |
| YTD | -9.5% | -16.4% | +7.0% | -6.4% |
| 1Y | -13.2% | -14.3% | +1.1% | -10.9% |
| 3Y | +19.5% | +19.3% | +0.2% | +12.5% |
| 5Y | +43.6% | +29.6% | +14.0% | +30.6% |
| 10Y | +109.9% | +189.9% | -80.0% | +50.7% |
| All | +1,408.0% | +1,576.2% | -168.2% | +572.5% |
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