-41.9%
GRAB vs MLM
-11.4%
-30.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.4% | +5.3% | +6.9% |
| 7D | +22.2% | +9.1% | +13.1% | +18.8% |
| 30D | +6.0% | +14.6% | -8.6% | +1.4% |
| 3M | -9.7% | +0.3% | -10.0% | -10.3% |
| 6M | -7.2% | -7.5% | +0.3% | -6.8% |
| YTD | -32.7% | -10.2% | -22.4% | -34.0% |
| 1Y | -41.9% | -10.5% | -31.4% | -43.0% |
| All | -41.9% | -11.4% | -30.5% | -43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling