+173.8%
B vs MLM
+2,961.7%
-2,787.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.4% | -2.4% |
| 7D | -1.6% | -2.9% | +1.3% | -1.1% |
| 30D | +9.4% | -6.8% | +16.3% | +10.6% |
| 3M | +5.0% | -11.2% | +16.2% | +6.8% |
| 6M | -3.5% | -21.8% | +18.3% | +0.1% |
| YTD | +4.5% | -17.0% | +21.4% | +7.3% |
| 1Y | +67.8% | -16.4% | +84.1% | +72.0% |
| 3Y | +196.7% | +14.5% | +182.2% | +188.7% |
| 5Y | +151.9% | +41.7% | +110.2% | +135.0% |
| 10Y | +202.2% | +200.0% | +2.1% | +140.4% |
| All | +173.8% | +2,961.7% | -2,787.9% | +50.2% |
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