+13,444.1%
GOOG vs MLM
+1,450.0%
+11,994.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.2% | -1.4% |
| 7D | -2.1% | -2.9% | +0.8% | -1.2% |
| 30D | -6.8% | -6.8% | 0.0% | -4.8% |
| 3M | -9.1% | -11.2% | +2.2% | -6.0% |
| 6M | +10.7% | -21.8% | +32.6% | +19.1% |
| YTD | +7.1% | -17.0% | +24.0% | +12.5% |
| 1Y | +44.6% | -16.4% | +61.0% | +51.4% |
| 3Y | +147.4% | +14.5% | +133.0% | +131.1% |
| 5Y | +133.8% | +41.7% | +92.1% | +102.6% |
| 10Y | +777.5% | +200.0% | +577.5% | +462.1% |
| All | +13,444.1% | +1,450.0% | +11,994.1% | +5,235.2% |
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 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