+73.3%
AR vs MLM
+30.6%
+42.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.2% | +2.4% | -1.2% |
| 7D | -11.7% | -1.2% | -10.5% | -11.4% |
| 30D | +1.8% | +7.9% | -6.1% | -0.8% |
| 3M | +6.0% | -4.5% | +10.4% | +7.1% |
| 6M | -7.0% | -12.6% | +5.6% | -3.9% |
| YTD | +5.6% | -14.9% | +20.4% | +8.5% |
| 1Y | +10.8% | -13.1% | +23.9% | +12.7% |
| 3Y | +19.3% | +21.2% | -1.9% | +0.4% |
| 5Y | +73.3% | +32.0% | +41.3% | +33.7% |
| All | +73.3% | +30.6% | +42.7% | +33.7% |
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