+63.4%
AME vs MLM
+30.6%
+32.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.2% | -0.8% | -3.6% |
| 7D | -11.4% | -1.2% | -10.2% | -11.0% |
| 30D | -12.1% | +7.9% | -20.1% | -15.3% |
| 3M | -12.3% | -4.5% | -7.9% | -10.8% |
| 6M | -4.6% | -12.6% | +8.0% | +0.6% |
| YTD | +9.1% | -14.9% | +24.0% | +15.8% |
| 1Y | +13.3% | -13.1% | +26.3% | +19.0% |
| 3Y | +58.2% | +21.2% | +36.9% | +37.9% |
| 5Y | +63.4% | +32.0% | +31.4% | +31.9% |
| All | +63.4% | +30.6% | +32.8% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling