+436.6%
GE vs MLM
+41.9%
+394.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +0.5% |
| 7D | -1.6% | -2.9% | +1.3% | -0.1% |
| 30D | -11.6% | -6.8% | -4.7% | -8.3% |
| 3M | +3.0% | -11.2% | +14.3% | +9.1% |
| 6M | -0.5% | -21.8% | +21.3% | +13.0% |
| YTD | +9.7% | -17.0% | +26.7% | +20.1% |
| 1Y | +20.0% | -16.4% | +36.4% | +30.4% |
| 3Y | +275.8% | +14.5% | +261.4% | +238.7% |
| All | +436.6% | +41.9% | +394.6% | +323.2% |
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 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