-11.4%
F vs MLM
+30.6%
-42.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.2% | +4.1% | +2.0% |
| 7D | +1.4% | -1.2% | +2.6% | +2.1% |
| 30D | +2.0% | +7.9% | -5.9% | -2.7% |
| 3M | -10.4% | -4.5% | -5.9% | -8.0% |
| 6M | +9.7% | -12.6% | +22.4% | +17.8% |
| YTD | -1.2% | -14.9% | +13.7% | +6.7% |
| 1Y | 0.0% | -13.1% | +13.1% | +6.5% |
| 3Y | +41.1% | +21.2% | +19.9% | +15.1% |
| 5Y | -11.4% | +32.0% | -43.4% | -32.2% |
| All | -11.4% | +30.6% | -42.0% | -32.2% |
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