+4,299.3%
ALL vs MLM
+3,039.4%
+1,259.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.2% | +4.3% | +0.8% |
| 7D | +4.2% | -1.2% | +5.4% | +4.6% |
| 30D | +18.9% | +7.9% | +11.0% | +15.9% |
| 3M | +1.2% | -4.5% | +5.7% | +2.5% |
| 6M | +23.2% | -12.6% | +35.9% | +27.6% |
| YTD | +30.0% | -14.9% | +44.9% | +34.8% |
| 1Y | +39.6% | -13.1% | +52.7% | +43.7% |
| 3Y | +115.2% | +21.2% | +94.0% | +94.9% |
| 5Y | +156.2% | +32.0% | +124.2% | +121.6% |
| 10Y | +398.0% | +195.3% | +202.7% | +207.7% |
| All | +4,299.3% | +3,039.4% | +1,259.9% | +1,240.3% |
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