+620.7%
GEV vs MLM
-15.0%
+635.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.6% |
| 7D | +3.3% | -2.9% | +6.2% | +4.9% |
| 30D | -7.5% | -6.8% | -0.6% | -4.0% |
| 3M | -2.2% | -11.2% | +9.1% | +3.1% |
| 6M | +12.1% | -21.8% | +33.9% | +28.0% |
| YTD | +44.4% | -17.0% | +61.4% | +55.8% |
| 1Y | +57.7% | -16.4% | +74.0% | +69.2% |
| All | +620.7% | -15.0% | +635.7% | +622.0% |
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