+112.9%
AA vs MLM
+199.9%
-87.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.3% | -2.9% |
| 7D | -0.7% | -2.9% | +2.2% | +1.1% |
| 30D | +5.0% | -6.8% | +11.8% | +9.9% |
| 3M | -35.8% | -11.2% | -24.6% | -31.4% |
| 6M | -18.4% | -21.8% | +3.4% | -5.7% |
| YTD | -5.5% | -17.0% | +11.5% | +3.6% |
| 1Y | +61.0% | -16.4% | +77.3% | +75.1% |
| 3Y | +66.2% | +14.5% | +51.7% | +43.6% |
| 5Y | +11.4% | +41.7% | -30.4% | -18.3% |
| All | +112.9% | +199.9% | -87.0% | -6.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling