+188.2%
B vs MLM
+199.9%
-11.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.4% | -2.4% |
| 7D | -1.6% | -2.9% | +1.3% | -1.2% |
| 30D | +9.4% | -6.8% | +16.3% | +10.5% |
| 3M | +5.0% | -11.2% | +16.2% | +6.6% |
| 6M | -3.5% | -21.8% | +18.3% | -0.6% |
| YTD | +4.5% | -17.0% | +21.4% | +6.9% |
| 1Y | +67.8% | -16.4% | +84.1% | +71.4% |
| 3Y | +196.7% | +14.5% | +182.2% | +191.8% |
| 5Y | +151.9% | +41.7% | +110.2% | +140.9% |
| All | +188.2% | +199.9% | -11.7% | +133.8% |
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