+548.7%
GS vs MLM
+216.9%
+331.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +2.4% |
| 7D | +0.3% | +9.1% | -8.8% | -4.1% |
| 30D | +3.9% | +14.6% | -10.8% | -3.3% |
| 3M | -11.4% | +0.3% | -11.7% | -11.9% |
| 6M | +3.7% | -7.5% | +11.2% | +6.6% |
| YTD | +7.1% | -10.2% | +17.4% | +11.2% |
| 1Y | +19.7% | -10.5% | +30.1% | +24.4% |
| 3Y | +202.8% | +27.8% | +175.0% | +159.6% |
| 5Y | +156.7% | +38.9% | +117.8% | +105.9% |
| 10Y | +548.7% | +211.4% | +337.3% | +222.3% |
| All | +548.7% | +216.9% | +331.8% | +222.3% |
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