+43.8%
D vs MLM
+190.7%
-147.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.2% | +5.0% | +0.8% |
| 7D | +6.9% | -1.2% | +8.2% | +7.2% |
| 30D | +12.3% | +7.9% | +4.4% | +10.8% |
| 3M | +3.0% | -4.5% | +7.5% | +3.8% |
| 6M | +12.8% | -12.6% | +25.4% | +15.1% |
| YTD | +22.6% | -14.9% | +37.4% | +25.3% |
| 1Y | +21.7% | -13.1% | +34.7% | +23.9% |
| 3Y | +83.9% | +21.2% | +62.7% | +74.6% |
| 5Y | +14.0% | +32.0% | -18.0% | +5.0% |
| All | +43.8% | +190.7% | -147.0% | +18.1% |
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 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