-11.0%
F vs MLM
+40.7%
-51.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.6% | +1.5% |
| 7D | +6.0% | +9.1% | -3.1% | +0.6% |
| 30D | +4.3% | +14.6% | -10.4% | -4.0% |
| 3M | -10.1% | +0.3% | -10.4% | -10.3% |
| 6M | +12.8% | -7.5% | +20.2% | +17.1% |
| YTD | -0.1% | -10.2% | +10.1% | +4.6% |
| 1Y | +3.7% | -10.5% | +14.2% | +8.6% |
| 3Y | +42.7% | +27.8% | +14.8% | +12.9% |
| 5Y | -11.0% | +38.9% | -50.0% | -33.8% |
| All | -11.0% | +40.7% | -51.7% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling