+773.3%
GOOG vs MLM
+204.6%
+568.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.2% |
| 7D | +1.1% | +1.4% | -0.3% | +0.6% |
| 30D | -5.1% | -6.5% | +1.5% | -3.0% |
| 3M | -7.1% | -7.4% | +0.4% | -5.2% |
| 6M | +12.7% | -15.8% | +28.5% | +18.5% |
| YTD | +7.1% | -17.4% | +24.5% | +12.9% |
| 1Y | +43.6% | -17.9% | +61.5% | +51.4% |
| 3Y | +146.8% | +18.9% | +127.9% | +126.1% |
| 5Y | +133.7% | +43.4% | +90.2% | +99.4% |
| 10Y | +773.3% | +206.2% | +567.1% | +487.9% |
| All | +773.3% | +204.6% | +568.8% | +487.9% |
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