+1,311.4%
AMT vs MLM
+1,801.9%
-490.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.5% |
| 7D | -0.2% | -2.9% | +2.7% | +0.7% |
| 30D | +4.6% | -6.8% | +11.5% | +7.0% |
| 3M | -8.4% | -11.2% | +2.8% | -5.3% |
| 6M | -6.0% | -21.8% | +15.8% | +1.2% |
| YTD | +2.1% | -17.0% | +19.1% | +7.4% |
| 1Y | -6.4% | -16.4% | +10.0% | -2.0% |
| 3Y | +8.1% | +14.5% | -6.4% | -0.8% |
| 5Y | -31.9% | +41.7% | -73.7% | -43.0% |
| 10Y | +97.1% | +200.0% | -102.9% | +13.4% |
| All | +1,311.4% | +1,801.9% | -490.5% | +217.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling