-72.8%
GRAB vs MLM
+98.2%
-170.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.2% |
| 7D | -6.9% | -2.0% | -4.9% | -6.2% |
| 30D | +8.7% | +9.5% | -0.8% | +4.7% |
| 3M | -10.2% | -4.7% | -5.5% | -8.8% |
| 6M | -11.0% | -10.7% | -0.3% | -7.9% |
| YTD | -35.1% | -16.6% | -18.5% | -31.5% |
| 1Y | -44.0% | -15.4% | -28.7% | -41.3% |
| 3Y | -0.9% | +15.9% | -16.9% | -11.1% |
| 5Y | -80.2% | +27.1% | -107.4% | -84.0% |
| All | -72.8% | +98.2% | -170.9% | -79.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling