+445.5%
AU vs MLM
+18.7%
+426.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.8% | +6.8% | +5.7% |
| 7D | +16.5% | -4.1% | +20.7% | +18.5% |
| 30D | +3.3% | +8.2% | -4.9% | -0.5% |
| 3M | +6.8% | -3.6% | +10.4% | +8.1% |
| 6M | -3.9% | -15.6% | +11.6% | +2.0% |
| YTD | +12.9% | -16.4% | +29.4% | +19.8% |
| 1Y | +43.5% | -14.3% | +57.8% | +51.2% |
| 3Y | +445.5% | +19.3% | +426.2% | +363.4% |
| All | +445.5% | +18.7% | +426.8% | +363.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling