-24.2%
AR vs MLM
+496.3%
-520.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -1.2% |
| 7D | +2.5% | -2.9% | +5.4% | +3.7% |
| 30D | +14.8% | -6.8% | +21.6% | +18.0% |
| 3M | +6.2% | -11.2% | +17.5% | +10.4% |
| 6M | +4.3% | -21.8% | +26.1% | +13.3% |
| YTD | +14.4% | -17.0% | +31.3% | +20.0% |
| 1Y | +21.3% | -16.4% | +37.7% | +26.5% |
| 3Y | +39.8% | +14.5% | +25.3% | +23.7% |
| 5Y | +142.1% | +41.7% | +100.3% | +90.5% |
| 10Y | +52.0% | +200.0% | -148.0% | -17.2% |
| All | -24.2% | +496.3% | -520.5% | -64.9% |
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