+209.1%
ADSK vs MLM
+203.1%
+6.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.9% | -1.8% |
| 7D | -14.5% | -2.7% | -11.8% | -13.5% |
| 30D | -19.3% | -8.3% | -11.0% | -16.2% |
| 3M | -7.8% | -12.0% | +4.2% | -2.9% |
| 6M | -20.8% | -17.6% | -3.1% | -14.7% |
| YTD | -30.2% | -18.9% | -11.3% | -24.7% |
| 1Y | -36.5% | -17.6% | -18.8% | -32.1% |
| 3Y | -5.7% | +16.8% | -22.5% | -15.9% |
| 5Y | -28.2% | +41.0% | -69.2% | -41.4% |
| 10Y | +209.1% | +209.3% | -0.2% | +77.0% |
| All | +209.1% | +203.1% | +6.1% | +77.0% |
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