-98.7%
AMC vs MLM
+149.0%
-247.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.1% |
| 7D | +5.5% | -2.9% | +8.3% | +7.8% |
| 30D | +16.1% | +10.4% | +5.7% | +9.7% |
| 3M | +43.0% | -3.7% | +46.7% | +46.9% |
| 6M | +130.7% | -10.3% | +140.9% | +144.2% |
| YTD | +121.8% | -14.8% | +136.6% | +142.4% |
| 1Y | +40.7% | -13.9% | +54.5% | +52.7% |
| 3Y | -56.8% | +18.4% | -75.2% | -62.1% |
| 5Y | -99.1% | +31.8% | -130.9% | -99.3% |
| 10Y | -98.7% | +143.4% | -242.1% | -99.3% |
| All | -98.7% | +149.0% | -247.6% | -99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling