+41.6%
D vs MLM
+185.4%
-143.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.2% |
| 7D | +3.0% | -4.1% | +7.1% | +3.7% |
| 30D | +11.5% | +8.2% | +3.3% | +9.9% |
| 3M | +3.7% | -3.6% | +7.3% | +4.3% |
| 6M | +13.5% | -15.6% | +29.1% | +16.6% |
| YTD | +20.7% | -16.4% | +37.2% | +23.9% |
| 1Y | +18.2% | -14.3% | +32.6% | +20.7% |
| 3Y | +73.3% | +19.3% | +54.0% | +65.0% |
| 5Y | +12.3% | +29.6% | -17.3% | +3.7% |
| All | +41.6% | +185.4% | -143.8% | +16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling