+68.0%
ACWI vs MLM
+41.9%
+26.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.4% |
| 7D | +0.5% | -2.9% | +3.4% | +1.5% |
| 30D | +0.9% | -6.8% | +7.7% | +3.4% |
| 3M | +2.4% | -11.2% | +13.6% | +6.3% |
| 6M | +12.4% | -21.8% | +34.2% | +22.2% |
| YTD | +15.2% | -17.0% | +32.1% | +21.7% |
| 1Y | +22.7% | -16.4% | +39.1% | +29.0% |
| 3Y | +75.8% | +14.5% | +61.3% | +58.4% |
| All | +68.0% | +41.9% | +26.0% | +34.9% |
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 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