+0.3%
AG vs MLM
+25.7%
-25.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.1% |
| 7D | -10.0% | -0.9% | -9.1% | -9.5% |
| 30D | -10.5% | +9.0% | -19.5% | -14.5% |
| 3M | -27.3% | -5.6% | -21.7% | -25.2% |
| 6M | -43.0% | -10.7% | -32.3% | -39.8% |
| YTD | -17.9% | -17.2% | -0.7% | -9.5% |
| 1Y | +11.9% | -14.2% | +26.1% | +21.5% |
| 3Y | +201.8% | +15.6% | +186.2% | +183.0% |
| All | +0.3% | +25.7% | -25.4% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling