-72.7%
GRAB vs MLM
+96.1%
-168.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.4% | -4.8% |
| 7D | -6.1% | +1.4% | -7.5% | -6.5% |
| 30D | -11.2% | -6.5% | -4.7% | -8.9% |
| 3M | -2.4% | -7.4% | +5.0% | -0.1% |
| 6M | -18.3% | -15.8% | -2.5% | -13.4% |
| YTD | -34.9% | -17.4% | -17.4% | -30.9% |
| 1Y | -37.4% | -17.9% | -19.5% | -33.5% |
| 3Y | -12.6% | +18.9% | -31.5% | -22.5% |
| 5Y | -69.7% | +43.4% | -113.2% | -75.9% |
| All | -72.7% | +96.1% | -168.8% | -78.8% |
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