+488.5%
FIX vs MLM
+27.5%
+461.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +2.4% | -17.4% | -16.6% |
| 7D | -18.9% | +9.1% | -28.0% | -24.2% |
| 30D | -36.3% | +14.6% | -50.9% | -42.6% |
| 3M | -38.5% | +0.3% | -38.8% | -39.1% |
| 6M | -42.3% | -7.5% | -34.8% | -40.1% |
| YTD | +17.1% | -10.2% | +27.3% | +22.8% |
| 1Y | +14.4% | -10.5% | +24.9% | +20.5% |
| All | +488.5% | +27.5% | +461.0% | +303.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling