+10.6%
AR vs MLM
-14.5%
+25.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -1.3% |
| 7D | -14.3% | -4.1% | -10.1% | -15.0% |
| 30D | +1.4% | +8.2% | -6.7% | +3.6% |
| 3M | +3.4% | -3.6% | +7.0% | +2.6% |
| 6M | -2.1% | -15.6% | +13.5% | -5.2% |
| YTD | +4.7% | -16.4% | +21.1% | +0.1% |
| 1Y | +10.6% | -14.3% | +24.9% | +3.0% |
| All | +10.6% | -14.5% | +25.0% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling