+156.2%
ALL vs MLM
+30.6%
+125.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.2% | +4.3% | +0.6% |
| 7D | +4.2% | -1.2% | +5.4% | +4.6% |
| 30D | +18.9% | +7.9% | +11.0% | +16.4% |
| 3M | +1.2% | -4.5% | +5.7% | +2.3% |
| 6M | +23.2% | -12.6% | +35.9% | +27.1% |
| YTD | +30.0% | -14.9% | +44.9% | +34.0% |
| 1Y | +39.6% | -13.1% | +52.7% | +42.8% |
| 3Y | +115.2% | +21.2% | +94.0% | +91.0% |
| 5Y | +156.2% | +32.0% | +124.2% | +110.2% |
| All | +156.2% | +30.6% | +125.6% | +110.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling