+899.1%
AU vs MLM
+140.5%
+758.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | +4.7% | -5.8% | +10.5% | +5.7% |
| 30D | -1.5% | +9.8% | -11.4% | -3.2% |
| 3M | -5.0% | -5.2% | +0.2% | -4.2% |
| 6M | -13.5% | -10.3% | -3.2% | -12.0% |
| YTD | +11.7% | -15.5% | +27.2% | +14.7% |
| 1Y | +21.3% | -15.0% | +36.4% | +24.5% |
| 3Y | +545.0% | +17.5% | +527.5% | +531.7% |
| 5Y | +412.0% | +30.5% | +381.4% | +388.4% |
| 10Y | +899.1% | +145.5% | +753.6% | +744.5% |
| All | +899.1% | +140.5% | +758.6% | +744.5% |
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