+22.3%
AMCR vs MLM
+206.1%
-183.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-07 to 2026-09-07.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | -1.9% | -2.9% | +1.0% | -0.8% |
| 30D | -4.1% | -6.8% | +2.7% | -1.6% |
| 3M | +21.7% | -11.2% | +32.9% | +27.0% |
| 6M | +1.5% | -21.8% | +23.3% | +11.1% |
| YTD | +13.1% | -17.0% | +30.1% | +20.7% |
| 1Y | +16.5% | -16.4% | +32.9% | +23.7% |
| 3Y | +10.3% | +14.5% | -4.2% | +3.3% |
| 5Y | -7.7% | +41.7% | -49.4% | -21.1% |
| All | +22.3% | +206.1% | -183.9% | -17.7% |
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 2016-09-07 to 2026-09-07: 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…
2016-09-07 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling