+226.2%
GM vs MLM
+204.6%
+21.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | +0.4% | +1.4% | -1.0% | -0.4% |
| 30D | -1.8% | -6.5% | +4.7% | +1.6% |
| 3M | +2.6% | -7.4% | +10.1% | +6.2% |
| 6M | +14.6% | -15.8% | +30.4% | +24.5% |
| YTD | +6.2% | -17.4% | +23.6% | +15.8% |
| 1Y | +48.7% | -17.9% | +66.6% | +62.3% |
| 3Y | +168.3% | +18.9% | +149.4% | +134.3% |
| 5Y | +82.8% | +43.4% | +39.3% | +42.2% |
| 10Y | +226.2% | +206.2% | +20.0% | +72.9% |
| All | +226.2% | +204.6% | +21.6% | +72.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling