-15.5%
AA vs MLM
+30.6%
-46.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.2% | -0.2% | -2.2% |
| 7D | -3.7% | -1.2% | -2.5% | -2.9% |
| 30D | -10.8% | +7.9% | -18.7% | -15.1% |
| 3M | -19.1% | -4.5% | -14.6% | -17.0% |
| 6M | -38.7% | -12.6% | -26.1% | -34.3% |
| YTD | -27.1% | -14.9% | -12.3% | -22.0% |
| 1Y | +8.3% | -13.1% | +21.4% | +14.3% |
| 3Y | +49.6% | +21.2% | +28.3% | +21.1% |
| 5Y | -15.5% | +32.0% | -47.5% | -40.5% |
| All | -15.5% | +30.6% | -46.1% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling