+112.7%
AMT vs MLM
+185.4%
-72.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.8% | -2.3% |
| 7D | +0.5% | -4.1% | +4.7% | +1.5% |
| 30D | +13.6% | +8.2% | +5.4% | +11.5% |
| 3M | +11.5% | -3.6% | +15.1% | +12.2% |
| 6M | +6.9% | -15.6% | +22.5% | +10.6% |
| YTD | +10.8% | -16.4% | +27.3% | +14.6% |
| 1Y | +10.3% | -14.3% | +24.7% | +13.3% |
| 3Y | +12.4% | +19.3% | -6.9% | +4.8% |
| 5Y | -20.1% | +29.6% | -49.7% | -28.3% |
| All | +112.7% | +185.4% | -72.7% | +64.9% |
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 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