-67.9%
AMC vs MLM
+27.5%
-95.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.4% | +5.0% | +6.0% |
| 7D | +17.7% | +9.1% | +8.6% | +12.4% |
| 30D | +26.2% | +14.6% | +11.5% | +17.2% |
| 3M | +31.3% | +0.3% | +31.0% | +30.8% |
| 6M | +142.8% | -7.5% | +150.2% | +149.8% |
| YTD | +125.6% | -10.2% | +135.9% | +135.6% |
| 1Y | +40.2% | -10.5% | +50.7% | +46.6% |
| All | -67.9% | +27.5% | -95.4% | -76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling