+13,507.3%
GOOGL vs MLM
+1,450.0%
+12,057.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.5% |
| 7D | -2.3% | -2.9% | +0.6% | -1.4% |
| 30D | -6.6% | -6.8% | +0.3% | -4.5% |
| 3M | -8.9% | -11.2% | +2.3% | -5.8% |
| 6M | +11.9% | -21.8% | +33.7% | +20.4% |
| YTD | +8.3% | -17.0% | +25.3% | +13.9% |
| 1Y | +46.2% | -16.4% | +62.6% | +53.1% |
| 3Y | +151.9% | +14.5% | +137.4% | +135.3% |
| 5Y | +137.7% | +41.7% | +96.0% | +106.0% |
| 10Y | +757.6% | +200.0% | +557.5% | +449.2% |
| All | +13,507.3% | +1,450.0% | +12,057.3% | +5,257.1% |
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