+347.2%
ACWI vs MLM
+534.3%
-187.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +0.8% |
| 7D | -0.5% | +9.1% | -9.6% | -3.6% |
| 30D | -1.6% | +14.6% | -16.3% | -6.5% |
| 3M | -1.3% | +0.3% | -1.6% | -1.8% |
| 6M | +5.8% | -7.5% | +13.3% | +7.8% |
| YTD | +12.7% | -10.2% | +23.0% | +15.6% |
| 1Y | +15.0% | -10.5% | +25.5% | +18.0% |
| 3Y | +77.5% | +27.8% | +49.7% | +57.5% |
| 5Y | +61.9% | +38.9% | +22.9% | +36.9% |
| 10Y | +236.1% | +211.4% | +24.7% | +93.2% |
| All | +347.2% | +534.3% | -187.1% | +61.6% |
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