+22.3%
AMCR vs MLM
+167.5%
-145.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | -0.4% |
| 7D | -7.9% | -3.8% | -4.1% | -6.4% |
| 30D | +8.2% | +11.0% | -2.8% | +4.0% |
| 3M | -4.3% | -3.1% | -1.3% | -3.2% |
| 6M | +16.6% | -9.8% | +26.4% | +21.1% |
| YTD | +13.1% | -14.4% | +27.5% | +19.5% |
| 1Y | +14.4% | -12.6% | +27.0% | +19.9% |
| 3Y | +18.4% | +19.7% | -1.4% | +9.0% |
| 5Y | -5.8% | +29.8% | -35.6% | -17.5% |
| 10Y | +22.3% | +153.5% | -131.3% | -20.3% |
| All | +22.3% | +167.5% | -145.2% | -20.3% |
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