+293.4%
C vs MLM
+199.9%
+93.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.9% |
| 7D | +3.6% | -2.9% | +6.5% | +5.2% |
| 30D | +0.1% | -6.8% | +6.9% | +3.8% |
| 3M | +2.4% | -11.2% | +13.7% | +8.2% |
| 6M | +24.9% | -21.8% | +46.8% | +41.3% |
| YTD | +19.8% | -17.0% | +36.8% | +30.5% |
| 1Y | +44.9% | -16.4% | +61.2% | +56.9% |
| 3Y | +263.0% | +14.5% | +248.5% | +223.0% |
| 5Y | +129.5% | +41.7% | +87.8% | +74.6% |
| All | +293.4% | +199.9% | +93.5% | +97.0% |
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 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