+4,181.4%
ALL vs MLM
+2,961.7%
+1,219.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.5% | -1.7% |
| 7D | 0.0% | -2.9% | +2.9% | +1.0% |
| 30D | -1.5% | -6.8% | +5.3% | +0.7% |
| 3M | +23.6% | -11.2% | +34.9% | +27.8% |
| 6M | +22.3% | -21.8% | +44.2% | +31.4% |
| YTD | +26.5% | -17.0% | +43.5% | +32.5% |
| 1Y | +27.0% | -16.4% | +43.4% | +32.5% |
| 3Y | +149.6% | +14.5% | +135.1% | +130.2% |
| 5Y | +118.1% | +41.7% | +76.3% | +83.8% |
| 10Y | +369.0% | +200.0% | +168.9% | +187.9% |
| All | +4,181.4% | +2,961.7% | +1,219.7% | +1,216.9% |
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 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