+151.2%
GE vs MLM
+140.0%
+11.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -2.8% |
| 7D | +5.1% | -2.0% | +7.1% | +6.2% |
| 30D | +7.6% | +9.5% | -2.0% | +2.7% |
| 3M | -9.3% | -4.7% | -4.6% | -7.4% |
| 6M | +11.5% | -10.7% | +22.2% | +17.0% |
| YTD | +7.9% | -16.6% | +24.4% | +16.9% |
| 1Y | +7.6% | -15.4% | +23.0% | +15.8% |
| 3Y | +265.9% | +15.9% | +249.9% | +232.7% |
| 5Y | +405.9% | +27.1% | +378.8% | +330.7% |
| All | +151.2% | +140.0% | +11.3% | +49.2% |
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