+61.0%
AA vs MLM
-15.9%
+76.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.3% | -2.4% |
| 7D | -0.7% | -2.9% | +2.2% | 0.0% |
| 30D | +5.0% | -6.8% | +11.8% | +6.7% |
| 3M | -35.8% | -11.2% | -24.6% | -34.3% |
| 6M | -18.4% | -21.8% | +3.4% | -14.4% |
| YTD | -5.5% | -17.0% | +11.5% | -5.3% |
| 1Y | +61.0% | -16.4% | +77.3% | +57.2% |
| All | +61.0% | -15.9% | +76.8% | +57.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling