+743.1%
SW vs MLM
+500.4%
+242.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.4% | +1.7% | +3.8% |
| 7D | +12.1% | +9.1% | +2.9% | +10.9% |
| 30D | +6.6% | +14.6% | -8.1% | +4.9% |
| 3M | -6.0% | +0.3% | -6.3% | -6.0% |
| 6M | +21.5% | -7.5% | +28.9% | +22.6% |
| YTD | +20.3% | -10.2% | +30.6% | +21.7% |
| 1Y | +28.1% | -10.5% | +38.6% | +29.7% |
| 3Y | +51.6% | +27.8% | +23.8% | +49.3% |
| 5Y | -0.1% | +38.9% | -39.1% | -2.8% |
| 10Y | +189.7% | +211.4% | -21.7% | +168.6% |
| All | +743.1% | +500.4% | +242.6% | +691.7% |
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