-99.4%
AMC vs MLM
+41.9%
-141.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.4% |
| 7D | +2.3% | -2.9% | +5.2% | +4.7% |
| 30D | -0.7% | -6.8% | +6.1% | +4.9% |
| 3M | +35.2% | -11.2% | +46.4% | +46.2% |
| 6M | +124.6% | -21.8% | +146.4% | +170.2% |
| YTD | +69.9% | -17.0% | +86.8% | +93.0% |
| 1Y | -2.6% | -16.4% | +13.8% | +9.4% |
| 3Y | -79.8% | +14.5% | -94.2% | -84.1% |
| All | -99.4% | +41.9% | -141.4% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling