+816.9%
AU vs MLM
+149.0%
+667.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.0% | -5.5% |
| 7D | +15.3% | -2.9% | +18.1% | +15.9% |
| 30D | -0.3% | +10.4% | -10.8% | -2.2% |
| 3M | -2.9% | -3.7% | +0.8% | -2.4% |
| 6M | -10.7% | -10.3% | -0.4% | -9.1% |
| YTD | +14.0% | -14.8% | +28.8% | +16.9% |
| 1Y | +32.5% | -13.9% | +46.4% | +35.7% |
| 3Y | +557.9% | +18.4% | +539.6% | +543.2% |
| 5Y | +441.0% | +31.8% | +409.2% | +414.9% |
| 10Y | +816.9% | +143.4% | +673.5% | +675.8% |
| All | +816.9% | +149.0% | +667.9% | +675.8% |
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