+103.2%
GOOGL vs MLM
+30.7%
+72.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.4% |
| 7D | +1.6% | -5.8% | +7.4% | +4.1% |
| 30D | -16.8% | +9.8% | -26.6% | -20.6% |
| 3M | -14.6% | -5.2% | -9.4% | -13.1% |
| 6M | -24.4% | -10.3% | -14.1% | -21.8% |
| YTD | -6.1% | -15.5% | +9.4% | -0.9% |
| 1Y | +1.0% | -15.0% | +16.0% | +6.2% |
| 3Y | +123.4% | +17.5% | +106.0% | +89.3% |
| 5Y | +103.2% | +30.5% | +72.7% | +53.4% |
| All | +103.2% | +30.7% | +72.5% | +53.4% |
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