+71.9%
AG vs MLM
+149.0%
-77.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.3% | -5.7% |
| 7D | +6.0% | -2.9% | +8.8% | +7.1% |
| 30D | -13.5% | +10.4% | -24.0% | -16.4% |
| 3M | -20.7% | -3.7% | -17.0% | -19.7% |
| 6M | -31.5% | -10.3% | -21.3% | -29.2% |
| YTD | -10.1% | -14.8% | +4.7% | -5.1% |
| 1Y | +26.0% | -13.9% | +39.9% | +32.7% |
| 3Y | +228.9% | +18.4% | +210.5% | +215.3% |
| 5Y | +8.7% | +31.8% | -23.1% | -0.5% |
| 10Y | +71.9% | +143.4% | -71.5% | +32.5% |
| All | +71.9% | +149.0% | -77.1% | +32.5% |
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