+29.9%
ALL vs MLM
-16.0%
+45.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.8% |
| 7D | 0.0% | -2.0% | +2.0% | +0.1% |
| 30D | +12.8% | +9.5% | +3.3% | +12.9% |
| 3M | +4.7% | -4.7% | +9.4% | +4.6% |
| 6M | +24.9% | -10.7% | +35.6% | +24.9% |
| YTD | +30.0% | -16.6% | +46.5% | +28.3% |
| 1Y | +29.9% | -15.4% | +45.3% | +27.9% |
| All | +29.9% | -16.0% | +45.9% | +27.9% |
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 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