+755.0%
SW vs MLM
+455.4%
+299.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +1.1% |
| 7D | -5.1% | -2.9% | -2.2% | -4.8% |
| 30D | -4.6% | -6.8% | +2.2% | -3.8% |
| 3M | +9.4% | -11.2% | +20.6% | +11.0% |
| 6M | +3.5% | -21.8% | +25.3% | +6.4% |
| YTD | +22.0% | -17.0% | +39.0% | +24.6% |
| 1Y | +2.2% | -16.4% | +18.6% | +4.3% |
| 3Y | +19.6% | +14.5% | +5.1% | +19.0% |
| 5Y | -2.3% | +41.7% | -44.1% | -4.5% |
| 10Y | +181.4% | +200.0% | -18.7% | +162.7% |
| All | +755.0% | +455.4% | +299.6% | +710.3% |
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 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