-99.9%
AMIX vs MLM
+12.6%
-112.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.4% | -5.2% |
| 7D | -25.1% | +9.1% | -34.2% | -31.6% |
| 30D | -54.5% | +14.6% | -69.2% | -60.4% |
| 3M | -91.7% | +0.3% | -92.0% | -91.8% |
| 6M | -79.4% | -7.5% | -72.0% | -79.1% |
| YTD | -86.1% | -10.2% | -75.8% | -85.7% |
| 1Y | -91.6% | -10.5% | -81.1% | -91.3% |
| All | -99.9% | +12.6% | -112.6% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling