-28.0%
AR vs MLM
+544.7%
-572.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.4% | -8.6% | -7.2% |
| 7D | -11.1% | +9.1% | -20.2% | -14.5% |
| 30D | +7.9% | +14.6% | -6.7% | +1.6% |
| 3M | +4.9% | +0.3% | +4.6% | +4.2% |
| 6M | -5.3% | -7.5% | +2.2% | -4.0% |
| YTD | +8.6% | -10.2% | +18.9% | +9.9% |
| 1Y | +13.7% | -10.5% | +24.2% | +15.1% |
| 3Y | +22.8% | +27.8% | -5.1% | +3.5% |
| 5Y | +82.0% | +38.9% | +43.0% | +44.6% |
| 10Y | +51.8% | +211.4% | -159.6% | -18.8% |
| All | -28.0% | +544.7% | -572.8% | -67.8% |
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