+75.1%
D vs MLM
+18.2%
+56.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +2.4% | -2.9% | +5.2% | +2.8% |
| 30D | +10.9% | +10.4% | +0.5% | +9.2% |
| 3M | +2.8% | -3.7% | +6.6% | +3.4% |
| 6M | +12.7% | -10.3% | +23.0% | +14.4% |
| YTD | +20.3% | -14.8% | +35.1% | +22.6% |
| 1Y | +17.1% | -13.9% | +31.0% | +19.1% |
| 3Y | +75.1% | +18.4% | +56.8% | +57.5% |
| All | +75.1% | +18.2% | +56.9% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling