-31.1%
ACI vs MLM
+27.5%
-58.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.2% | +3.3% |
| 7D | +4.5% | +9.1% | -4.6% | +3.5% |
| 30D | +20.9% | +14.6% | +6.2% | +18.9% |
| 3M | +15.2% | +0.3% | +15.0% | +15.3% |
| 6M | -13.3% | -7.5% | -5.9% | -12.5% |
| YTD | -16.2% | -10.2% | -6.0% | -15.2% |
| 1Y | -16.9% | -10.5% | -6.4% | -15.9% |
| All | -31.1% | +27.5% | -58.6% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling