+123.1%
GOOG vs MLM
+16.5%
+106.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.9% |
| 7D | +4.8% | -2.0% | +6.8% | +5.3% |
| 30D | -15.5% | +9.5% | -25.0% | -17.9% |
| 3M | -13.7% | -4.7% | -8.9% | -12.7% |
| 6M | -23.0% | -10.7% | -12.2% | -21.1% |
| YTD | -5.7% | -16.6% | +10.9% | -2.0% |
| 1Y | +3.0% | -15.4% | +18.4% | +6.6% |
| All | +123.1% | +16.5% | +106.6% | +103.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling