+1,333.7%
D vs MLM
+2,961.7%
-1,628.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.6% | -1.6% |
| 7D | +0.4% | -2.9% | +3.4% | +0.9% |
| 30D | -3.6% | -6.8% | +3.3% | -2.5% |
| 3M | -1.0% | -11.2% | +10.2% | +0.7% |
| 6M | +6.3% | -21.8% | +28.1% | +10.2% |
| YTD | +14.7% | -17.0% | +31.7% | +17.6% |
| 1Y | +16.9% | -16.4% | +33.3% | +19.7% |
| 3Y | +56.8% | +14.5% | +42.3% | +51.3% |
| 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% | -1,628.1% | +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 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