+376.2%
GE vs MLM
+30.6%
+345.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.2% | +0.7% | -1.7% |
| 7D | +0.5% | -1.2% | +1.8% | +1.2% |
| 30D | +1.7% | +7.9% | -6.2% | -2.4% |
| 3M | -17.3% | -4.5% | -12.9% | -15.5% |
| 6M | +10.1% | -12.6% | +22.7% | +17.5% |
| YTD | +2.6% | -14.9% | +17.5% | +10.7% |
| 1Y | +3.7% | -13.1% | +16.8% | +10.5% |
| 3Y | +268.3% | +21.2% | +247.1% | +220.9% |
| 5Y | +376.2% | +32.0% | +344.2% | +279.9% |
| All | +376.2% | +30.6% | +345.5% | +279.9% |
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