+5,892.0%
FIX vs MLM
+199.9%
+5,692.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.2% |
| 7D | +6.0% | -2.9% | +8.9% | +7.8% |
| 30D | -7.2% | -6.8% | -0.4% | -3.5% |
| 3M | -15.9% | -11.2% | -4.6% | -11.0% |
| 6M | +12.7% | -21.8% | +34.6% | +29.1% |
| YTD | +72.8% | -17.0% | +89.8% | +89.6% |
| 1Y | +122.9% | -16.4% | +139.3% | +143.6% |
| 3Y | +774.3% | +14.5% | +759.8% | +701.0% |
| 5Y | +2,049.5% | +41.7% | +2,007.7% | +1,623.1% |
| All | +5,892.0% | +199.9% | +5,692.1% | +3,159.7% |
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