+443.9%
AME vs MLM
+167.5%
+276.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +3.1% |
| 7D | -1.5% | -3.8% | +2.3% | +0.2% |
| 30D | -4.2% | +11.0% | -15.2% | -8.8% |
| 3M | -5.9% | -3.1% | -2.9% | -5.0% |
| 6M | +2.8% | -9.8% | +12.6% | +6.7% |
| YTD | +16.6% | -14.4% | +30.9% | +23.3% |
| 1Y | +22.1% | -12.6% | +34.7% | +27.9% |
| 3Y | +64.7% | +19.7% | +44.9% | +46.9% |
| 5Y | +76.6% | +29.8% | +46.8% | +48.6% |
| 10Y | +443.9% | +153.5% | +290.4% | +212.8% |
| All | +443.9% | +167.5% | +276.4% | +212.8% |
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