+309.0%
C vs MLM
+3,210.3%
-2,901.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +0.4% |
| 7D | +1.1% | +9.1% | -8.1% | -3.8% |
| 30D | -2.4% | +14.6% | -17.1% | -9.6% |
| 3M | -8.4% | +0.3% | -8.7% | -8.9% |
| 6M | +0.3% | -7.5% | +7.8% | +3.2% |
| YTD | +9.1% | -10.2% | +19.3% | +13.6% |
| 1Y | +26.0% | -10.5% | +36.5% | +31.4% |
| 3Y | +221.2% | +27.8% | +193.3% | +171.0% |
| 5Y | +120.4% | +38.9% | +81.5% | +72.3% |
| 10Y | +250.6% | +211.4% | +39.2% | +64.9% |
| All | +309.0% | +3,210.3% | -2,901.3% | -27.1% |
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 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