+147.8%
SW vs MLM
+199.9%
-52.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +1.0% |
| 7D | -5.1% | -2.9% | -2.2% | -4.5% |
| 30D | -4.6% | -6.8% | +2.2% | -3.2% |
| 3M | +9.4% | -11.2% | +20.6% | +12.2% |
| 6M | +3.5% | -21.8% | +25.3% | +8.6% |
| YTD | +22.0% | -17.0% | +39.0% | +26.5% |
| 1Y | +2.2% | -16.4% | +18.6% | +5.9% |
| 3Y | +19.6% | +14.5% | +5.1% | +18.6% |
| 5Y | -2.3% | +41.7% | -44.1% | -6.0% |
| All | +147.8% | +199.9% | -52.1% | +120.3% |
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