+30.3%
ACI vs MLM
+163.0%
-132.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -3.2% |
| 7D | -2.2% | -4.1% | +1.9% | -1.7% |
| 30D | +10.3% | +8.2% | +2.1% | +9.3% |
| 3M | +7.2% | -3.6% | +10.8% | +7.7% |
| 6M | -18.0% | -15.6% | -2.4% | -16.4% |
| YTD | -22.0% | -16.4% | -5.6% | -20.5% |
| 1Y | -23.4% | -14.3% | -9.0% | -22.2% |
| 3Y | -35.8% | +19.3% | -55.1% | -37.8% |
| 5Y | -43.7% | +29.6% | -73.3% | -47.3% |
| All | +30.3% | +163.0% | -132.7% | +17.7% |
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