+40.5%
ALL vs MLM
-11.4%
+51.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +2.8% |
| 7D | +7.5% | +9.1% | -1.6% | +7.2% |
| 30D | +19.7% | +14.6% | +5.1% | +19.3% |
| 3M | +2.9% | +0.3% | +2.6% | +2.5% |
| 6M | +23.5% | -7.5% | +31.0% | +23.3% |
| YTD | +31.1% | -10.2% | +41.4% | +29.2% |
| 1Y | +40.5% | -10.5% | +50.9% | +38.7% |
| All | +40.5% | -11.4% | +51.9% | +38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling