+667.7%
GOOGL vs MLM
+140.5%
+527.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.4% |
| 7D | +1.6% | -5.8% | +7.4% | +3.6% |
| 30D | -16.8% | +9.8% | -26.6% | -19.8% |
| 3M | -14.6% | -5.2% | -9.4% | -13.5% |
| 6M | -24.4% | -10.3% | -14.1% | -22.4% |
| YTD | -6.1% | -15.5% | +9.4% | -2.0% |
| 1Y | +1.0% | -15.0% | +16.0% | +5.1% |
| 3Y | +123.4% | +17.5% | +106.0% | +104.3% |
| 5Y | +103.2% | +30.5% | +72.7% | +76.2% |
| 10Y | +667.7% | +145.5% | +522.2% | +419.6% |
| All | +667.7% | +140.5% | +527.2% | +419.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling