+46.1%
GOOGL vs MLM
-15.9%
+62.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.4% |
| 7D | -2.3% | -2.9% | +0.6% | -1.7% |
| 30D | -6.6% | -6.8% | +0.2% | -5.3% |
| 3M | -9.0% | -11.2% | +2.2% | -7.3% |
| 6M | +11.8% | -21.8% | +33.6% | +15.6% |
| YTD | +8.3% | -17.0% | +25.2% | +11.5% |
| 1Y | +46.1% | -16.4% | +62.5% | +49.8% |
| All | +46.1% | -15.9% | +62.0% | +49.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling