+162.2%
ARM vs MLM
+22.8%
+139.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -5.2% | -7.9% | -9.5% |
| 7D | -27.1% | -1.2% | -25.9% | -26.4% |
| 30D | -44.9% | +7.9% | -52.8% | -48.1% |
| 3M | -39.3% | -4.5% | -34.8% | -37.6% |
| 6M | -20.2% | -12.6% | -7.5% | -13.3% |
| YTD | +52.5% | -14.9% | +67.4% | +67.1% |
| 1Y | +4.1% | -13.1% | +17.1% | +11.6% |
| 3Y | +211.7% | +21.2% | +190.5% | +146.8% |
| All | +162.2% | +22.8% | +139.4% | +106.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling