+4,122.0%
ADSK vs MLM
+3,041.7%
+1,080.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | +3.1% | -2.9% | +5.9% | +4.3% |
| 30D | +10.5% | +10.4% | +0.1% | +6.1% |
| 3M | +1.6% | -3.7% | +5.3% | +2.9% |
| 6M | +6.4% | -10.3% | +16.6% | +10.1% |
| YTD | -12.1% | -14.8% | +2.7% | -7.8% |
| 1Y | -12.9% | -13.9% | +1.0% | -9.1% |
| 3Y | +23.5% | +18.4% | +5.1% | +12.0% |
| 5Y | -18.9% | +31.8% | -50.7% | -29.5% |
| 10Y | +253.9% | +143.4% | +110.5% | +125.5% |
| All | +4,122.0% | +3,041.7% | +1,080.3% | +931.6% |
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