+43.1%
AMD vs MLM
-7.8%
+50.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.3% | +1.0% |
| 7D | -15.5% | +9.1% | -24.6% | -16.1% |
| 30D | -22.6% | +14.6% | -37.3% | -23.8% |
| 3M | -5.7% | +0.3% | -6.0% | -4.5% |
| 6M | +43.1% | -7.5% | +50.6% | +53.6% |
| All | +43.1% | -7.8% | +50.9% | +53.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling