+31.3%
ABNB vs MLM
+95.5%
-64.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.8% | +13.5% | +12.7% |
| 7D | +15.6% | -4.1% | +19.7% | +18.3% |
| 30D | +18.3% | +8.2% | +10.1% | +12.9% |
| 3M | +25.3% | -3.6% | +28.9% | +27.7% |
| 6M | +35.8% | -15.6% | +51.4% | +47.8% |
| YTD | +40.0% | -16.4% | +56.4% | +51.8% |
| 1Y | +57.6% | -14.3% | +72.0% | +68.2% |
| 3Y | +60.8% | +19.3% | +41.5% | +34.8% |
| 5Y | -5.8% | +29.6% | -35.4% | -30.2% |
| All | +31.3% | +95.5% | -64.2% | -0.7% |
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 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