+11,368.7%
GOOG vs MLM
+1,460.2%
+9,908.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.4% |
| 7D | +2.1% | -4.1% | +6.2% | +3.4% |
| 30D | -18.3% | +8.2% | -26.4% | -20.6% |
| 3M | -20.3% | -3.6% | -16.7% | -19.8% |
| 6M | -28.1% | -15.6% | -12.5% | -24.8% |
| YTD | -9.3% | -16.4% | +7.1% | -5.3% |
| 1Y | -0.2% | -14.3% | +14.1% | +3.4% |
| 3Y | +118.0% | +19.3% | +98.7% | +100.2% |
| 5Y | +92.1% | +29.6% | +62.5% | +70.5% |
| 10Y | +652.3% | +189.9% | +462.3% | +385.8% |
| All | +11,368.7% | +1,460.2% | +9,908.6% | +4,387.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling