-28.1%
GOOG vs MLM
-15.7%
-12.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +0.8% |
| 7D | +2.1% | -4.1% | +6.2% | +2.2% |
| 30D | -18.3% | +8.2% | -26.4% | -18.7% |
| 3M | -20.3% | -3.6% | -16.7% | -19.7% |
| 6M | -28.1% | -15.6% | -12.5% | -27.5% |
| All | -28.1% | -15.7% | -12.4% | -27.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling