+66.3%
AA vs MLM
+185.4%
-119.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.7% | +4.1% |
| 7D | +0.9% | -4.1% | +5.0% | +3.7% |
| 30D | -6.7% | +8.2% | -14.9% | -11.7% |
| 3M | -16.3% | -3.6% | -12.8% | -14.7% |
| 6M | -37.1% | -15.6% | -21.6% | -30.9% |
| YTD | -25.0% | -16.4% | -8.6% | -18.4% |
| 1Y | +8.6% | -14.3% | +22.9% | +16.3% |
| 3Y | +57.2% | +19.3% | +37.9% | +31.8% |
| 5Y | -13.0% | +29.6% | -42.6% | -32.4% |
| All | +66.3% | +185.4% | -119.1% | -23.8% |
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