+105.2%
AMCR vs MLM
+683.2%
-578.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.6% |
| 7D | -5.3% | -4.1% | -1.2% | -4.1% |
| 30D | +8.7% | +8.2% | +0.6% | +6.6% |
| 3M | -3.3% | -3.6% | +0.3% | -2.3% |
| 6M | +15.1% | -15.6% | +30.6% | +20.3% |
| YTD | +12.4% | -16.4% | +28.9% | +17.7% |
| 1Y | +15.8% | -14.3% | +30.2% | +20.5% |
| 3Y | +16.7% | +19.3% | -2.6% | +11.2% |
| 5Y | -5.1% | +29.6% | -34.6% | -12.4% |
| 10Y | +21.5% | +189.9% | -168.4% | -3.9% |
| All | +105.2% | +683.2% | -578.0% | +65.0% |
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