+18.6%
AMCR vs MLM
+206.1%
-187.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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 | +13.0% | -16.4% | +29.4% | +20.0% |
| 3Y | +6.9% | +14.5% | -7.5% | +0.2% |
| 5Y | -10.5% | +41.7% | -52.2% | -23.5% |
| All | +18.6% | +206.1% | -187.5% | -20.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling