+223.5%
C vs MLM
+185.4%
+38.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.5% |
| 7D | -2.4% | -4.1% | +1.7% | -0.1% |
| 30D | -6.0% | +8.2% | -14.2% | -10.1% |
| 3M | -10.5% | -3.6% | -7.0% | -9.1% |
| 6M | -5.7% | -15.6% | +9.8% | +2.1% |
| YTD | +4.1% | -16.4% | +20.6% | +12.8% |
| 1Y | +20.5% | -14.3% | +34.8% | +28.7% |
| 3Y | +208.1% | +19.3% | +188.8% | +168.1% |
| 5Y | +110.4% | +29.6% | +80.8% | +68.9% |
| All | +223.5% | +185.4% | +38.1% | +57.1% |
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