+41.0%
GEV vs MLM
-14.5%
+55.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.9% |
| 7D | -9.8% | -4.1% | -5.6% | -8.8% |
| 30D | -22.3% | +8.2% | -30.5% | -24.2% |
| 3M | -22.6% | -3.6% | -19.0% | -21.7% |
| 6M | -30.7% | -15.6% | -15.2% | -26.4% |
| YTD | +18.7% | -16.4% | +35.2% | +18.0% |
| 1Y | +41.0% | -14.3% | +55.4% | +37.8% |
| All | +41.0% | -14.5% | +55.5% | +37.8% |
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