+69.5%
AME vs MLM
+23.5%
+46.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.6% |
| 3M | -8.9% | -3.6% | -5.3% | -7.8% |
| 6M | -5.0% | -15.6% | +10.6% | +1.8% |
| YTD | +11.9% | -16.4% | +28.3% | +19.8% |
| 1Y | +16.6% | -14.3% | +31.0% | +23.4% |
| 3Y | +62.5% | +19.3% | +43.2% | +42.4% |
| All | +69.5% | +23.5% | +46.0% | +40.7% |
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