+657.4%
AU vs MLM
+1,447.3%
-789.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.8% | +6.8% | +5.4% |
| 7D | +16.5% | -4.1% | +20.7% | +17.7% |
| 30D | +3.3% | +8.2% | -4.9% | +1.2% |
| 3M | +6.8% | -3.6% | +10.4% | +7.6% |
| 6M | -3.9% | -15.6% | +11.6% | -0.2% |
| YTD | +12.9% | -16.4% | +29.4% | +17.6% |
| 1Y | +43.5% | -14.3% | +57.8% | +48.7% |
| 3Y | +445.5% | +19.3% | +426.2% | +418.9% |
| 5Y | +469.0% | +29.6% | +439.4% | +420.9% |
| 10Y | +698.3% | +189.9% | +508.4% | +455.7% |
| All | +657.4% | +1,447.3% | -789.9% | +271.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling