+2,793.8%
ASX vs MLM
+1,790.4%
+1,003.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -5.2% | -15.6% | -18.8% |
| 7D | -33.3% | -1.2% | -32.1% | -32.8% |
| 30D | -36.5% | +7.9% | -44.4% | -38.3% |
| 3M | -19.2% | -4.5% | -14.7% | -18.0% |
| 6M | -10.2% | -12.6% | +2.4% | -6.2% |
| YTD | +86.5% | -14.9% | +101.3% | +96.0% |
| 1Y | +89.6% | -13.1% | +102.7% | +97.7% |
| 3Y | +298.6% | +21.2% | +277.4% | +264.2% |
| 5Y | +414.3% | +32.0% | +382.2% | +352.8% |
| 10Y | +711.1% | +195.3% | +515.7% | +394.5% |
| All | +2,793.8% | +1,790.4% | +1,003.4% | +578.6% |
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