-50.2%
COMP vs MLM
+72.3%
-122.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.4% | +5.4% | +5.4% |
| 7D | +9.5% | +9.1% | +0.4% | +0.5% |
| 30D | +8.1% | +14.6% | -6.6% | -5.4% |
| 3M | -16.3% | +0.3% | -16.6% | -16.8% |
| 6M | +42.2% | -7.5% | +49.7% | +52.2% |
| YTD | -5.0% | -10.2% | +5.2% | +4.8% |
| 1Y | +20.1% | -10.5% | +30.6% | +32.1% |
| 3Y | +358.4% | +27.8% | +330.6% | +229.3% |
| 5Y | -21.9% | +38.9% | -60.8% | -52.3% |
| All | -50.2% | +72.3% | -122.4% | -70.5% |
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