-80.6%
AMC vs MLM
+15.1%
-95.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.7% |
| 7D | +2.3% | -2.9% | +5.2% | +3.9% |
| 30D | -0.7% | -6.8% | +6.1% | +3.0% |
| 3M | +35.2% | -11.2% | +46.4% | +42.4% |
| 6M | +124.6% | -21.8% | +146.4% | +154.2% |
| YTD | +69.9% | -17.0% | +86.8% | +85.5% |
| 1Y | -2.6% | -16.4% | +13.8% | +5.7% |
| All | -80.6% | +15.1% | -95.7% | -84.4% |
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