-68.1%
GRAB vs MLM
+41.9%
-110.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | -5.3% | -2.9% | -2.4% | -4.1% |
| 30D | -8.6% | -6.8% | -1.7% | -5.8% |
| 3M | -1.2% | -11.2% | +10.1% | +3.2% |
| 6M | -16.6% | -21.8% | +5.3% | -8.1% |
| YTD | -31.5% | -17.0% | -14.5% | -27.0% |
| 1Y | -32.3% | -16.4% | -15.9% | -28.2% |
| 3Y | -10.7% | +14.5% | -25.2% | -21.6% |
| All | -68.1% | +41.9% | -110.0% | -76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling