+13,325.9%
BLK vs MLM
+1,693.1%
+11,632.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.8% |
| 7D | -3.6% | -2.9% | -0.7% | -2.4% |
| 30D | -1.0% | -6.8% | +5.8% | +2.0% |
| 3M | +10.4% | -11.2% | +21.6% | +15.6% |
| 6M | +8.2% | -21.8% | +30.0% | +19.7% |
| YTD | +6.0% | -17.0% | +23.0% | +13.8% |
| 1Y | +3.3% | -16.4% | +19.7% | +10.4% |
| 3Y | +70.3% | +14.5% | +55.8% | +56.6% |
| 5Y | +34.5% | +41.7% | -7.3% | +11.8% |
| 10Y | +281.9% | +200.0% | +81.9% | +113.0% |
| All | +13,325.9% | +1,693.1% | +11,632.8% | +3,647.0% |
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