+294.5%
AG vs MLM
+588.8%
-294.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.6% |
| 7D | +6.3% | -4.1% | +10.4% | +8.2% |
| 30D | -8.9% | +8.2% | -17.1% | -12.0% |
| 3M | -12.2% | -3.6% | -8.6% | -11.0% |
| 6M | -28.3% | -15.6% | -12.7% | -23.3% |
| YTD | -8.8% | -16.4% | +7.6% | -1.6% |
| 1Y | +39.4% | -14.3% | +53.7% | +48.9% |
| 3Y | +229.4% | +19.3% | +210.1% | +205.5% |
| 5Y | +14.5% | +29.6% | -15.0% | +0.5% |
| 10Y | +82.7% | +189.9% | -107.2% | +2.2% |
| All | +294.5% | +588.8% | -294.3% | +20.9% |
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