+74.3%
F vs MLM
+149.0%
-74.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | +1.0% | -2.9% | +3.8% | +2.5% |
| 30D | +2.1% | +10.4% | -8.3% | -3.3% |
| 3M | -10.3% | -3.7% | -6.5% | -8.6% |
| 6M | +3.3% | -10.3% | +13.5% | +8.4% |
| YTD | -2.0% | -14.8% | +12.8% | +5.1% |
| 1Y | -2.3% | -13.9% | +11.6% | +4.2% |
| 3Y | +49.9% | +18.4% | +31.5% | +31.9% |
| 5Y | -12.5% | +31.8% | -44.3% | -28.4% |
| 10Y | +74.3% | +143.4% | -69.2% | -3.4% |
| All | +74.3% | +149.0% | -74.7% | -3.4% |
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