+29.2%
ABNB vs MLM
+99.3%
-70.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.5% |
| 7D | +11.9% | -2.9% | +14.8% | +13.7% |
| 30D | +12.7% | +10.4% | +2.3% | +6.3% |
| 3M | +1.2% | -3.7% | +4.9% | +3.0% |
| 6M | +32.1% | -10.3% | +42.4% | +38.8% |
| YTD | +37.7% | -14.8% | +52.5% | +47.7% |
| 1Y | +55.5% | -13.9% | +69.4% | +65.5% |
| 3Y | +58.2% | +18.4% | +39.8% | +33.5% |
| 5Y | -2.8% | +31.8% | -34.6% | -28.8% |
| All | +29.2% | +99.3% | -70.1% | -3.4% |
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