+87.9%
GM vs MLM
+41.9%
+46.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.2% |
| 7D | +1.9% | -2.9% | +4.8% | +3.5% |
| 30D | -1.4% | -6.8% | +5.5% | +2.4% |
| 3M | +5.9% | -11.2% | +17.1% | +12.2% |
| 6M | +12.4% | -21.8% | +34.2% | +27.5% |
| YTD | +8.6% | -17.0% | +25.6% | +18.3% |
| 1Y | +52.6% | -16.4% | +69.0% | +65.0% |
| 3Y | +169.7% | +14.5% | +155.2% | +133.8% |
| All | +87.9% | +41.9% | +46.0% | +45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling