+86.9%
AG vs MLM
+140.5%
-53.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -0.9% |
| 7D | -4.0% | -5.8% | +1.8% | -2.1% |
| 30D | -13.1% | +9.8% | -22.9% | -15.8% |
| 3M | -22.0% | -5.2% | -16.9% | -20.7% |
| 6M | -37.3% | -10.3% | -27.0% | -35.1% |
| YTD | -11.2% | -15.5% | +4.3% | -6.0% |
| 1Y | +23.9% | -15.0% | +39.0% | +31.0% |
| 3Y | +225.1% | +17.5% | +207.7% | +212.7% |
| 5Y | +7.7% | +30.5% | -22.8% | -1.0% |
| 10Y | +86.9% | +145.5% | -58.6% | +43.6% |
| All | +86.9% | +140.5% | -53.6% | +43.6% |
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 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