-11.0%
ADSK vs MLM
-16.0%
+4.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | +1.0% | -0.9% | +1.9% | +1.2% |
| 30D | +14.4% | +9.0% | +5.4% | +13.0% |
| 3M | +2.5% | -5.6% | +8.1% | +3.1% |
| 6M | +14.5% | -10.7% | +25.1% | +16.1% |
| YTD | -10.7% | -17.2% | +6.5% | -7.0% |
| 1Y | -11.0% | -14.2% | +3.2% | -8.4% |
| All | -11.0% | -16.0% | +4.9% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling