+894.6%
FIX vs MLM
+30.6%
+863.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -5.2% | -6.4% | -8.1% |
| 7D | -27.2% | -1.2% | -26.0% | -26.8% |
| 30D | -46.9% | +7.9% | -54.9% | -50.0% |
| 3M | -44.4% | -4.5% | -40.0% | -43.2% |
| 6M | -50.9% | -12.6% | -38.3% | -47.3% |
| YTD | +3.5% | -14.9% | +18.4% | +12.5% |
| 1Y | -2.1% | -13.1% | +11.0% | +4.9% |
| 3Y | +418.7% | +21.2% | +397.5% | +339.6% |
| 5Y | +894.6% | +32.0% | +862.5% | +672.1% |
| All | +894.6% | +30.6% | +863.9% | +672.1% |
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