+11,260.3%
GOOGL vs MLM
+1,489.3%
+9,771.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.2% | +3.0% | -0.5% |
| 7D | -0.4% | -1.2% | +0.8% | -0.1% |
| 30D | -18.7% | +7.9% | -26.7% | -21.0% |
| 3M | -22.0% | -4.5% | -17.5% | -21.2% |
| 6M | -27.2% | -12.6% | -14.5% | -24.7% |
| YTD | -9.5% | -14.9% | +5.3% | -6.1% |
| 1Y | -0.4% | -13.1% | +12.7% | +2.8% |
| 3Y | +121.0% | +21.2% | +99.7% | +101.9% |
| 5Y | +91.6% | +32.0% | +59.6% | +69.2% |
| 10Y | +630.4% | +195.3% | +435.1% | +368.8% |
| All | +11,260.3% | +1,489.3% | +9,771.0% | +4,316.6% |
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 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