+207.2%
COMP vs MLM
+15.1%
+192.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.3% |
| 7D | +1.4% | -2.9% | +4.3% | +3.7% |
| 30D | -13.3% | -6.8% | -6.5% | -8.5% |
| 3M | +41.1% | -11.2% | +52.4% | +54.1% |
| 6M | +17.2% | -21.8% | +39.0% | +40.9% |
| YTD | +5.2% | -17.0% | +22.2% | +21.4% |
| 1Y | +18.9% | -16.4% | +35.3% | +35.8% |
| All | +207.2% | +15.1% | +192.0% | +190.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling