-17.9%
AMT vs MLM
+30.6%
-48.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.7% | +1.0% |
| 7D | +4.4% | -1.2% | +5.6% | +4.7% |
| 30D | +17.7% | +7.9% | +9.8% | +15.1% |
| 3M | +16.7% | -4.5% | +21.1% | +17.9% |
| 6M | +11.1% | -12.6% | +23.8% | +14.7% |
| YTD | +13.9% | -14.9% | +28.7% | +17.9% |
| 1Y | +12.5% | -13.1% | +25.6% | +15.7% |
| 3Y | +13.2% | +21.2% | -8.1% | -0.5% |
| 5Y | -17.9% | +32.0% | -49.9% | -34.0% |
| All | -17.9% | +30.6% | -48.5% | -34.0% |
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