+98.1%
AGG vs MLM
+1,804.9%
-1,706.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.4% | 0.0% |
| 7D | +0.4% | -3.8% | +4.3% | +0.4% |
| 30D | +2.1% | +11.0% | -8.9% | +2.1% |
| 3M | -0.3% | -3.1% | +2.7% | -0.3% |
| 6M | -0.9% | -9.8% | +8.9% | -0.9% |
| YTD | -0.3% | -14.4% | +14.0% | -0.3% |
| 1Y | 0.0% | -12.6% | +12.6% | 0.0% |
| 3Y | +15.3% | +19.7% | -4.5% | +15.3% |
| 5Y | -1.4% | +29.8% | -31.1% | -1.3% |
| 10Y | +16.9% | +153.5% | -136.7% | +17.5% |
| All | +98.1% | +1,804.9% | -1,706.8% | +104.3% |
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