+12.4%
AA vs MLM
+41.9%
-29.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.3% | -2.8% |
| 7D | -0.7% | -2.9% | +2.2% | +1.0% |
| 30D | +5.0% | -6.8% | +11.8% | +9.6% |
| 3M | -35.8% | -11.2% | -24.6% | -31.7% |
| 6M | -18.4% | -21.8% | +3.4% | -6.1% |
| YTD | -5.5% | -17.0% | +11.5% | +3.0% |
| 1Y | +61.0% | -16.4% | +77.3% | +73.8% |
| 3Y | +66.2% | +14.5% | +51.7% | +40.5% |
| All | +12.4% | +41.9% | -29.5% | -20.5% |
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