+4,343.5%
AMD vs MLM
+3,210.3%
+1,133.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.3% | -0.1% |
| 7D | -15.5% | +9.1% | -24.6% | -19.1% |
| 30D | -22.6% | +14.6% | -37.3% | -27.8% |
| 3M | -5.7% | +0.3% | -6.0% | -6.6% |
| 6M | +43.1% | -7.5% | +50.6% | +46.0% |
| YTD | +128.2% | -10.2% | +138.5% | +135.1% |
| 1Y | +95.5% | -10.5% | +106.0% | +101.4% |
| 3Y | +335.4% | +27.8% | +307.6% | +278.4% |
| 5Y | +255.5% | +38.9% | +216.6% | +202.9% |
| 10Y | +7,350.9% | +211.4% | +7,139.5% | +3,893.3% |
| All | +4,343.5% | +3,210.3% | +1,133.2% | +702.2% |
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 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