-8.3%
GRAB vs MLM
+20.2%
-28.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | -5.3% | -2.9% | -2.4% | -4.4% |
| 30D | -8.6% | -6.8% | -1.7% | -6.6% |
| 3M | -1.2% | -11.2% | +10.1% | +1.9% |
| 6M | -16.6% | -21.8% | +5.3% | -10.8% |
| YTD | -31.5% | -17.0% | -14.5% | -28.4% |
| 1Y | -32.3% | -16.4% | -15.9% | -29.6% |
| All | -8.3% | +20.2% | -28.5% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling