+45.0%
AA vs MLM
+149.0%
-104.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.1% |
| 7D | +1.2% | -2.9% | +4.1% | +3.3% |
| 30D | -5.0% | +10.4% | -15.4% | -11.2% |
| 3M | -22.2% | -3.7% | -18.5% | -20.5% |
| 6M | -36.3% | -10.3% | -26.1% | -32.8% |
| YTD | -24.2% | -14.8% | -9.4% | -18.5% |
| 1Y | +3.9% | -13.9% | +17.7% | +11.0% |
| 3Y | +67.6% | +18.4% | +49.2% | +41.5% |
| 5Y | -8.8% | +31.8% | -40.6% | -29.9% |
| 10Y | +45.0% | +143.4% | -98.5% | -30.5% |
| All | +45.0% | +149.0% | -104.0% | -30.5% |
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