+8.1%
GE vs MLM
-12.5%
+20.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +3.5% |
| 3M | -9.2% | -3.1% | -6.1% | -7.7% |
| 6M | +13.2% | -9.8% | +23.0% | +18.6% |
| YTD | +9.4% | -14.4% | +23.8% | +16.4% |
| All | +8.1% | -12.5% | +20.6% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling