-71.1%
GRAB vs MLM
+103.4%
-174.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | -0.1% |
| 7D | +20.3% | -3.8% | +24.1% | +21.9% |
| 30D | +7.8% | +11.0% | -3.2% | +3.4% |
| 3M | -6.0% | -3.1% | -3.0% | -5.1% |
| 6M | -7.5% | -9.8% | +2.3% | -4.7% |
| YTD | -31.1% | -14.4% | -16.7% | -28.0% |
| 1Y | -38.1% | -12.6% | -25.6% | -35.9% |
| 3Y | +4.6% | +19.7% | -15.2% | -7.4% |
| 5Y | -77.9% | +29.8% | -107.7% | -82.3% |
| All | -71.1% | +103.4% | -174.5% | -78.0% |
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