-97.7%
AMC vs MLM
+515.7%
-613.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -5.2% | -7.3% | -9.8% |
| 7D | 0.0% | -1.2% | +1.2% | +1.0% |
| 30D | +4.4% | +7.9% | -3.5% | +0.6% |
| 3M | +15.4% | -4.5% | +19.8% | +18.5% |
| 6M | +93.7% | -12.6% | +106.4% | +106.7% |
| YTD | +97.4% | -14.9% | +112.3% | +113.5% |
| 1Y | +23.2% | -13.1% | +36.3% | +31.8% |
| 3Y | -71.3% | +21.2% | -92.5% | -74.4% |
| 5Y | -99.3% | +32.0% | -131.3% | -99.4% |
| 10Y | -98.7% | +195.3% | -294.1% | -99.3% |
| All | -97.7% | +515.7% | -613.5% | -98.8% |
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