+17.6%
ABNB vs MLM
+99.1%
-81.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.2% | +1.6% | -0.6% |
| 7D | +2.2% | -1.2% | +3.4% | +3.0% |
| 30D | +6.1% | +7.9% | -1.9% | +1.5% |
| 3M | +11.6% | -4.5% | +16.0% | +14.4% |
| 6M | +21.8% | -12.6% | +34.4% | +30.1% |
| YTD | +25.4% | -14.9% | +40.2% | +34.7% |
| 1Y | +38.9% | -13.1% | +52.0% | +47.2% |
| 3Y | +38.7% | +21.2% | +17.5% | +15.4% |
| 5Y | -15.6% | +32.0% | -47.6% | -38.1% |
| All | +17.6% | +99.1% | -81.6% | -11.9% |
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