-2.3%
SW vs MLM
+41.9%
-44.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +0.7% |
| 7D | -5.1% | -2.9% | -2.2% | -3.8% |
| 30D | -4.6% | -6.8% | +2.2% | -1.4% |
| 3M | +9.4% | -11.2% | +20.6% | +15.6% |
| 6M | +3.5% | -21.8% | +25.3% | +15.1% |
| YTD | +22.0% | -17.0% | +39.0% | +31.6% |
| 1Y | +2.2% | -16.4% | +18.6% | +10.0% |
| 3Y | +19.6% | +14.5% | +5.1% | +15.1% |
| All | -2.3% | +41.9% | -44.3% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling