+445.6%
AG vs MLM
+584.3%
-138.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.4% |
| 7D | +1.0% | -2.9% | +3.9% | +2.3% |
| 30D | +19.2% | -6.8% | +26.0% | +22.9% |
| 3M | +6.2% | -11.2% | +17.4% | +11.4% |
| 6M | -26.7% | -21.8% | -4.8% | -18.7% |
| YTD | +26.1% | -17.0% | +43.1% | +36.8% |
| 1Y | +131.7% | -16.4% | +148.0% | +150.3% |
| 3Y | +255.3% | +14.5% | +240.9% | +234.7% |
| 5Y | +61.9% | +41.7% | +20.2% | +37.1% |
| 10Y | +72.0% | +200.0% | -128.0% | -5.2% |
| All | +445.6% | +584.3% | -138.7% | +68.1% |
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