+52.4%
GEV vs MLM
-11.4%
+63.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.4% | -11.6% | -9.8% |
| 7D | -5.1% | +9.1% | -14.3% | -7.3% |
| 30D | -15.8% | +14.6% | -30.5% | -19.0% |
| 3M | -18.2% | +0.3% | -18.5% | -18.0% |
| 6M | -22.4% | -7.5% | -14.9% | -19.9% |
| YTD | +27.7% | -10.2% | +38.0% | +25.8% |
| 1Y | +52.4% | -10.5% | +62.8% | +48.9% |
| All | +52.4% | -11.4% | +63.8% | +48.9% |
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 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