+186.8%
GS vs MLM
+20.9%
+165.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.2% | -1.2% | -3.7% |
| 7D | -6.3% | -1.2% | -5.1% | -5.7% |
| 30D | -3.1% | +7.9% | -11.1% | -6.8% |
| 3M | -17.7% | -4.5% | -13.2% | -15.8% |
| 6M | -4.6% | -12.6% | +8.1% | +1.5% |
| YTD | +0.3% | -14.9% | +15.2% | +7.0% |
| 1Y | +11.7% | -13.1% | +24.8% | +17.7% |
| All | +186.8% | +20.9% | +165.9% | +138.1% |
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