+287.4%
AG vs MLM
+601.7%
-314.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.2% | +1.9% | -1.1% |
| 7D | -2.9% | -1.2% | -1.6% | -2.4% |
| 30D | -15.1% | +7.9% | -23.0% | -17.8% |
| 3M | -15.4% | -4.5% | -10.9% | -13.8% |
| 6M | -21.9% | -12.6% | -9.3% | -17.6% |
| YTD | -10.4% | -14.9% | +4.4% | -4.1% |
| 1Y | +39.8% | -13.1% | +52.9% | +48.6% |
| 3Y | +209.5% | +21.2% | +188.3% | +185.2% |
| 5Y | +12.5% | +32.0% | -19.5% | -2.0% |
| 10Y | +79.5% | +195.3% | -115.9% | -0.3% |
| All | +287.4% | +601.7% | -314.2% | +17.9% |
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