+441.6%
AME vs MLM
+140.5%
+301.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | +1.1% | -5.8% | +6.9% | +3.9% |
| 30D | -4.1% | +9.8% | -13.9% | -8.3% |
| 3M | -6.3% | -5.2% | -1.2% | -4.5% |
| 6M | +3.5% | -10.3% | +13.8% | +7.7% |
| YTD | +17.3% | -15.5% | +32.7% | +24.8% |
| 1Y | +22.0% | -15.0% | +37.1% | +29.5% |
| 3Y | +62.0% | +17.5% | +44.6% | +45.8% |
| 5Y | +78.5% | +30.5% | +47.9% | +49.8% |
| 10Y | +441.6% | +145.5% | +296.1% | +217.0% |
| All | +441.6% | +140.5% | +301.1% | +217.0% |
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