+390.5%
GE vs MLM
+23.5%
+367.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +3.7% |
| 7D | +7.1% | -4.1% | +11.2% | +9.6% |
| 30D | +6.5% | +8.2% | -1.7% | +1.9% |
| 3M | -13.6% | -3.6% | -10.0% | -12.2% |
| 6M | +6.0% | -15.6% | +21.5% | +15.2% |
| YTD | +5.4% | -16.4% | +21.8% | +14.8% |
| 1Y | +6.5% | -14.3% | +20.8% | +14.3% |
| 3Y | +268.6% | +19.3% | +249.3% | +223.4% |
| All | +390.5% | +23.5% | +367.0% | +307.3% |
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