-0.2%
GOOG vs MLM
-14.5%
+14.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.1% |
| 7D | +2.1% | -4.1% | +6.2% | +2.7% |
| 30D | -18.3% | +8.2% | -26.4% | -19.7% |
| 3M | -20.3% | -3.6% | -16.7% | -19.6% |
| 6M | -28.1% | -15.6% | -12.5% | -25.2% |
| YTD | -9.3% | -16.4% | +7.1% | -8.2% |
| 1Y | -0.2% | -14.3% | +14.1% | -1.2% |
| All | -0.2% | -14.5% | +14.2% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling