+97.7%
GOOG vs MLM
+25.7%
+72.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.7% |
| 7D | +3.0% | -0.9% | +3.9% | +3.4% |
| 30D | -14.9% | +9.0% | -23.9% | -18.5% |
| 3M | -14.9% | -5.6% | -9.3% | -13.3% |
| 6M | -26.6% | -10.7% | -15.9% | -24.0% |
| YTD | -6.6% | -17.2% | +10.6% | -0.7% |
| 1Y | +5.1% | -14.2% | +19.3% | +9.7% |
| 3Y | +121.0% | +15.6% | +105.3% | +88.1% |
| All | +97.7% | +25.7% | +72.0% | +50.8% |
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