+42.2%
COMP vs MLM
-7.8%
+50.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.4% | +5.4% | +5.8% |
| 7D | +9.5% | +9.1% | +0.4% | +2.0% |
| 30D | +8.1% | +14.6% | -6.6% | -3.4% |
| 3M | -16.3% | +0.3% | -16.6% | -16.5% |
| 6M | +42.2% | -7.5% | +49.7% | +49.8% |
| All | +42.2% | -7.8% | +50.0% | +49.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling