+664.5%
AU vs MLM
+204.6%
+460.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -0.3% | +1.4% | -1.7% | -0.6% |
| 30D | +12.8% | -6.5% | +19.3% | +14.1% |
| 3M | +28.5% | -7.4% | +35.9% | +30.1% |
| 6M | +4.8% | -15.8% | +20.6% | +8.0% |
| YTD | +31.0% | -17.4% | +48.4% | +35.2% |
| 1Y | +81.4% | -17.9% | +99.3% | +87.4% |
| 3Y | +618.4% | +18.9% | +599.6% | +602.5% |
| 5Y | +686.3% | +43.4% | +642.9% | +641.6% |
| 10Y | +664.5% | +206.2% | +458.3% | +462.8% |
| All | +664.5% | +204.6% | +460.0% | +462.8% |
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 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