+444.6%
AME vs MLM
+185.4%
+259.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.4% | +3.4% |
| 7D | -5.2% | -4.1% | -1.0% | -3.4% |
| 30D | -8.0% | +8.2% | -16.2% | -11.5% |
| 3M | -8.9% | -3.6% | -5.3% | -7.8% |
| 6M | -5.0% | -15.6% | +10.6% | +1.5% |
| YTD | +11.9% | -16.4% | +28.3% | +19.6% |
| 1Y | +16.6% | -14.3% | +31.0% | +23.3% |
| 3Y | +62.5% | +19.3% | +43.2% | +45.2% |
| 5Y | +67.6% | +29.6% | +38.0% | +41.2% |
| All | +444.6% | +185.4% | +259.2% | +205.2% |
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 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