+14,595.6%
BLK vs MLM
+1,739.9%
+12,855.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | +5.2% | -2.9% | +8.1% | +6.6% |
| 30D | +12.9% | +10.4% | +2.5% | +8.1% |
| 3M | +8.6% | -3.7% | +12.3% | +10.2% |
| 6M | +13.9% | -10.3% | +24.1% | +18.5% |
| YTD | +16.1% | -14.8% | +30.9% | +23.1% |
| 1Y | +15.3% | -13.9% | +29.2% | +21.7% |
| 3Y | +96.5% | +18.4% | +78.1% | +78.4% |
| 5Y | +43.8% | +31.8% | +12.0% | +23.5% |
| 10Y | +316.8% | +143.4% | +173.3% | +155.2% |
| All | +14,595.6% | +1,739.9% | +12,855.7% | +3,952.3% |
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