+162.4%
GE vs MLM
+167.5%
-5.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.5% | +1.3% | +2.6% |
| 7D | +6.3% | -3.8% | +10.1% | +8.4% |
| 30D | +8.9% | +11.0% | -2.1% | +3.3% |
| 3M | -9.2% | -3.1% | -6.1% | -8.1% |
| 6M | +13.2% | -9.8% | +23.0% | +18.1% |
| YTD | +9.4% | -14.4% | +23.8% | +17.0% |
| 1Y | +9.8% | -12.6% | +22.3% | +16.2% |
| 3Y | +278.2% | +19.7% | +258.4% | +238.4% |
| 5Y | +396.0% | +29.8% | +366.3% | +317.9% |
| 10Y | +162.4% | +153.5% | +8.8% | +53.2% |
| All | +162.4% | +167.5% | -5.1% | +53.2% |
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