+14.8%
AGG vs MLM
+204.6%
-189.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +0.1% | +1.4% | -1.3% | +0.1% |
| 30D | -0.4% | -6.5% | +6.1% | -0.2% |
| 3M | -0.3% | -7.4% | +7.2% | -0.1% |
| 6M | -1.2% | -15.8% | +14.6% | -0.9% |
| YTD | -0.4% | -17.4% | +17.1% | 0.0% |
| 1Y | +0.4% | -17.9% | +18.3% | +0.8% |
| 3Y | +13.4% | +18.9% | -5.4% | +12.9% |
| 5Y | -1.4% | +43.4% | -44.9% | -2.3% |
| 10Y | +14.8% | +206.2% | -191.4% | +12.0% |
| All | +14.8% | +204.6% | -189.7% | +12.0% |
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