+331.1%
AMD vs MLM
+15.1%
+315.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.5% | +4.0% |
| 7D | +2.6% | -2.9% | +5.5% | +4.3% |
| 30D | -0.9% | -6.8% | +5.9% | +3.0% |
| 3M | -8.7% | -11.2% | +2.5% | -3.7% |
| 6M | +136.3% | -21.8% | +158.2% | +171.1% |
| YTD | +123.0% | -17.0% | +140.0% | +142.9% |
| 1Y | +195.2% | -16.4% | +211.5% | +216.8% |
| All | +331.1% | +15.1% | +315.9% | +209.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling