+240.2%
GM vs MLM
+607.8%
-367.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -2.7% |
| 7D | -1.4% | -4.1% | +2.7% | +0.7% |
| 30D | +6.4% | +8.2% | -1.8% | +2.4% |
| 3M | -0.7% | -3.6% | +2.9% | +0.9% |
| 6M | +9.9% | -15.6% | +25.5% | +18.4% |
| YTD | +6.7% | -16.4% | +23.1% | +14.9% |
| 1Y | +26.2% | -14.3% | +40.6% | +34.4% |
| 3Y | +205.0% | +19.3% | +185.7% | +171.3% |
| 5Y | +53.6% | +29.6% | +24.0% | +29.6% |
| 10Y | +233.4% | +189.9% | +43.5% | +84.4% |
| All | +240.2% | +607.8% | -367.6% | +3.9% |
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 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