+133.7%
AMT vs MLM
+149.0%
-15.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | +1.6% | -2.9% | +4.5% | +2.3% |
| 30D | +4.5% | +10.4% | -6.0% | +1.9% |
| 3M | +13.8% | -3.7% | +17.5% | +14.6% |
| 6M | +10.0% | -10.3% | +20.3% | +12.3% |
| YTD | +11.8% | -14.8% | +26.6% | +15.2% |
| 1Y | +10.2% | -13.9% | +24.1% | +13.2% |
| 3Y | +15.1% | +18.4% | -3.2% | +7.1% |
| 5Y | -18.8% | +31.8% | -50.6% | -28.0% |
| 10Y | +133.7% | +143.4% | -9.7% | +65.4% |
| All | +133.7% | +149.0% | -15.3% | +65.4% |
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