+1,473.8%
AMT vs MLM
+1,850.2%
-376.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.7% | +1.3% |
| 7D | +4.4% | -1.2% | +5.6% | +4.8% |
| 30D | +17.7% | +7.9% | +9.8% | +14.5% |
| 3M | +16.7% | -4.5% | +21.1% | +18.1% |
| 6M | +11.1% | -12.6% | +23.8% | +15.2% |
| YTD | +13.9% | -14.9% | +28.7% | +18.6% |
| 1Y | +12.5% | -13.1% | +25.6% | +16.2% |
| 3Y | +13.2% | +21.2% | -8.1% | +1.9% |
| 5Y | -17.9% | +32.0% | -49.9% | -29.4% |
| 10Y | +122.8% | +195.3% | -72.5% | +29.2% |
| All | +1,473.8% | +1,850.2% | -376.4% | +250.0% |
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 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