+302.1%
F vs MLM
+2,961.7%
-2,659.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.3% | +0.9% |
| 7D | +5.3% | -2.9% | +8.2% | +6.7% |
| 30D | +4.6% | -6.8% | +11.4% | +8.0% |
| 3M | -3.7% | -11.2% | +7.6% | +1.1% |
| 6M | +16.8% | -21.8% | +38.7% | +29.8% |
| YTD | +15.3% | -17.0% | +32.3% | +24.1% |
| 1Y | +31.0% | -16.4% | +47.4% | +40.4% |
| 3Y | +45.4% | +14.5% | +31.0% | +33.5% |
| 5Y | +54.7% | +41.7% | +12.9% | +28.9% |
| 10Y | +98.2% | +200.0% | -101.8% | +12.4% |
| All | +302.1% | +2,961.7% | -2,659.6% | 0.0% |
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