+1,333.7%
D vs MLM
+2,961.7%
-1,628.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -0.6% |
| 7D | +1.5% | -2.9% | +4.4% | +1.9% |
| 30D | -2.6% | -6.8% | +4.2% | -1.5% |
| 3M | 0.0% | -11.2% | +11.2% | +1.7% |
| 6M | +7.4% | -21.8% | +29.2% | +11.3% |
| YTD | +15.9% | -17.0% | +32.8% | +18.8% |
| 1Y | +18.1% | -16.4% | +34.5% | +20.9% |
| 3Y | +58.4% | +14.5% | +43.9% | +52.8% |
| 5Y | +5.2% | +41.7% | -36.5% | -3.0% |
| 10Y | +35.9% | +200.0% | -164.2% | +7.0% |
| All | +1,333.7% | +2,961.7% | -1,628.0% | +675.1% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling