-71.3%
GRAB vs MLM
+98.5%
-169.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.3% |
| 7D | +25.8% | -4.1% | +29.9% | +27.7% |
| 30D | +10.7% | +8.2% | +2.5% | +7.2% |
| 3M | -7.1% | -3.6% | -3.5% | -6.0% |
| 6M | -9.5% | -15.6% | +6.0% | -4.4% |
| YTD | -31.7% | -16.4% | -15.2% | -28.0% |
| 1Y | -39.4% | -14.3% | -25.1% | -36.8% |
| 3Y | +8.6% | +19.3% | -10.7% | -3.8% |
| 5Y | -71.4% | +29.6% | -101.0% | -76.9% |
| All | -71.3% | +98.5% | -169.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling