+8,419.6%
FIX vs MLM
+2,373.9%
+6,045.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +2.4% | -17.4% | -16.2% |
| 7D | -18.9% | +9.1% | -28.0% | -22.6% |
| 30D | -36.3% | +14.6% | -50.9% | -40.7% |
| 3M | -38.5% | +0.3% | -38.8% | -39.2% |
| 6M | -42.3% | -7.5% | -34.8% | -41.2% |
| YTD | +17.1% | -10.2% | +27.3% | +20.9% |
| 1Y | +14.4% | -10.5% | +24.9% | +18.4% |
| 3Y | +486.7% | +27.8% | +458.9% | +419.2% |
| 5Y | +1,083.7% | +38.9% | +1,044.8% | +899.7% |
| 10Y | +3,932.4% | +211.4% | +3,721.0% | +2,173.5% |
| All | +8,419.6% | +2,373.9% | +6,045.6% | +2,084.1% |
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 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