+168.0%
AA vs MLM
+3,210.3%
-3,042.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | +1.5% |
| 7D | +0.9% | +9.1% | -8.2% | -3.9% |
| 30D | -6.4% | +14.6% | -21.1% | -13.3% |
| 3M | -13.0% | +0.3% | -13.2% | -13.4% |
| 6M | -34.6% | -7.5% | -27.2% | -32.7% |
| YTD | -23.0% | -10.2% | -12.8% | -20.4% |
| 1Y | +16.0% | -10.5% | +26.5% | +20.2% |
| 3Y | +58.0% | +27.8% | +30.1% | +34.2% |
| 5Y | -7.9% | +38.9% | -46.8% | -25.6% |
| 10Y | +69.9% | +211.4% | -141.5% | -11.7% |
| All | +168.0% | +3,210.3% | -3,042.3% | -39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling