+55.4%
ACWI vs MLM
+30.6%
+24.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.2% | +1.3% | -1.9% |
| 7D | -4.0% | -1.2% | -2.8% | -3.6% |
| 30D | -5.8% | +7.9% | -13.8% | -8.6% |
| 3M | -5.0% | -4.5% | -0.6% | -3.7% |
| 6M | +0.7% | -12.6% | +13.4% | +5.0% |
| YTD | +8.4% | -14.9% | +23.3% | +13.4% |
| 1Y | +10.1% | -13.1% | +23.2% | +14.1% |
| 3Y | +70.8% | +21.2% | +49.5% | +49.6% |
| 5Y | +55.4% | +32.0% | +23.4% | +26.2% |
| All | +55.4% | +30.6% | +24.7% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling