+440.7%
AME vs MLM
+138.2%
+302.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.8% |
| 7D | +5.9% | -0.9% | +6.8% | +6.3% |
| 30D | -1.9% | +9.0% | -10.9% | -5.9% |
| 3M | -5.4% | -5.6% | +0.2% | -3.3% |
| 6M | +4.9% | -10.7% | +15.6% | +9.3% |
| YTD | +18.5% | -17.2% | +35.6% | +27.2% |
| 1Y | +25.5% | -14.2% | +39.7% | +32.6% |
| 3Y | +63.0% | +15.6% | +47.4% | +47.7% |
| 5Y | +78.3% | +26.2% | +52.1% | +51.9% |
| All | +440.7% | +138.2% | +302.5% | +220.6% |
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 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