+795.4%
AU vs MLM
+167.5%
+627.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.5% | +4.4% | +6.4% |
| 7D | +20.8% | -3.8% | +24.6% | +21.6% |
| 30D | +5.5% | +11.0% | -5.5% | +3.5% |
| 3M | +3.9% | -3.1% | +7.0% | +4.4% |
| 6M | -5.4% | -9.8% | +4.4% | -3.9% |
| YTD | +20.7% | -14.4% | +35.0% | +23.6% |
| 1Y | +49.8% | -12.6% | +62.4% | +53.0% |
| 3Y | +565.6% | +19.7% | +545.9% | +550.2% |
| 5Y | +500.4% | +29.8% | +470.6% | +472.8% |
| 10Y | +795.4% | +153.5% | +641.9% | +657.4% |
| All | +795.4% | +167.5% | +627.9% | +657.4% |
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