+147.2%
AR vs MLM
+41.9%
+105.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -1.1% |
| 7D | +2.5% | -2.9% | +5.4% | +3.4% |
| 30D | +14.8% | -6.8% | +21.6% | +17.4% |
| 3M | +6.2% | -11.2% | +17.5% | +9.6% |
| 6M | +4.3% | -21.8% | +26.1% | +12.5% |
| YTD | +14.4% | -17.0% | +31.3% | +18.9% |
| 1Y | +21.3% | -16.4% | +37.7% | +25.3% |
| 3Y | +39.8% | +14.5% | +25.3% | +20.6% |
| All | +147.2% | +41.9% | +105.3% | +88.1% |
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