+1,418.8%
D vs MLM
+3,210.3%
-1,791.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.4% | +2.1% | +4.1% |
| 7D | +8.5% | +9.1% | -0.6% | +7.0% |
| 30D | +14.3% | +14.6% | -0.3% | +11.8% |
| 3M | +1.8% | +0.3% | +1.5% | +1.6% |
| 6M | +13.0% | -7.5% | +20.5% | +14.1% |
| YTD | +22.7% | -10.2% | +33.0% | +24.2% |
| 1Y | +22.6% | -10.5% | +33.1% | +24.1% |
| 3Y | +84.2% | +27.8% | +56.4% | +74.7% |
| 5Y | +15.8% | +38.9% | -23.1% | +7.1% |
| 10Y | +45.8% | +211.4% | -165.6% | +14.2% |
| All | +1,418.8% | +3,210.3% | -1,791.5% | +710.5% |
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 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