+15.3%
AGG vs MLM
+18.7%
-3.5%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.8% | 0.0% |
| 7D | +0.2% | -4.1% | +4.3% | +0.4% |
| 30D | +2.4% | +8.2% | -5.8% | +1.9% |
| 3M | -0.2% | -3.6% | +3.4% | -0.1% |
| 6M | -1.0% | -15.6% | +14.6% | -0.3% |
| YTD | -0.4% | -16.4% | +16.1% | +0.3% |
| 1Y | -0.1% | -14.3% | +14.3% | +0.5% |
| 3Y | +15.3% | +19.3% | -4.1% | +9.4% |
| All | +15.3% | +18.7% | -3.5% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling