+8,392.2%
AFL vs MLM
+2,961.7%
+5,430.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.4% |
| 7D | +0.6% | -2.9% | +3.5% | +1.7% |
| 30D | -6.2% | -6.8% | +0.6% | -3.7% |
| 3M | +2.2% | -11.2% | +13.4% | +6.3% |
| 6M | +5.3% | -21.8% | +27.1% | +14.7% |
| YTD | +8.0% | -17.0% | +24.9% | +14.1% |
| 1Y | +10.2% | -16.4% | +26.6% | +15.9% |
| 3Y | +67.1% | +14.5% | +52.6% | +51.3% |
| 5Y | +135.6% | +41.7% | +93.8% | +90.8% |
| 10Y | +299.4% | +200.0% | +99.3% | +124.5% |
| All | +8,392.2% | +2,961.7% | +5,430.4% | +2,141.2% |
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