+51.6%
SW vs MLM
+27.5%
+24.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.4% | +1.7% | +2.5% |
| 7D | +12.1% | +9.1% | +2.9% | +5.9% |
| 30D | +6.6% | +14.6% | -8.1% | -2.6% |
| 3M | -6.0% | +0.3% | -6.3% | -6.2% |
| 6M | +21.5% | -7.5% | +28.9% | +27.3% |
| YTD | +20.3% | -10.2% | +30.6% | +26.0% |
| 1Y | +28.1% | -10.5% | +38.6% | +34.4% |
| All | +51.6% | +27.5% | +24.0% | +34.9% |
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