+92.9%
GOOGL vs MLM
+23.5%
+69.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.6% |
| 7D | +1.8% | -4.1% | +5.9% | +3.5% |
| 30D | -18.8% | +8.2% | -26.9% | -22.0% |
| 3M | -20.3% | -3.6% | -16.8% | -19.6% |
| 6M | -28.4% | -15.6% | -12.8% | -23.8% |
| YTD | -8.8% | -16.4% | +7.6% | -3.4% |
| 1Y | +0.3% | -14.3% | +14.6% | +5.0% |
| 3Y | +120.7% | +19.3% | +101.4% | +84.8% |
| All | +92.9% | +23.5% | +69.4% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling