+1,521.0%
GE vs MLM
+2,961.7%
-1,440.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +0.6% |
| 7D | -1.6% | -2.9% | +1.3% | -0.5% |
| 30D | -11.6% | -6.8% | -4.7% | -9.2% |
| 3M | +3.0% | -11.2% | +14.3% | +7.5% |
| 6M | -0.5% | -21.8% | +21.3% | +9.3% |
| YTD | +9.7% | -17.0% | +26.7% | +17.5% |
| 1Y | +20.0% | -16.4% | +36.4% | +27.9% |
| 3Y | +275.8% | +14.5% | +261.4% | +252.3% |
| 5Y | +429.1% | +41.7% | +387.3% | +352.5% |
| 10Y | +151.2% | +200.0% | -48.9% | +55.5% |
| All | +1,521.0% | +2,961.7% | -1,440.7% | +371.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling