+337.2%
IR vs MLM
+138.8%
+198.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +1.0% |
| 7D | +4.3% | -2.0% | +6.2% | +5.5% |
| 30D | +8.1% | +9.5% | -1.4% | +2.3% |
| 3M | +0.7% | -4.7% | +5.4% | +3.2% |
| 6M | +16.6% | -10.7% | +27.3% | +23.5% |
| YTD | +7.8% | -16.6% | +24.4% | +18.6% |
| 1Y | +9.9% | -15.4% | +25.3% | +20.1% |
| 3Y | +25.2% | +15.9% | +9.3% | +13.7% |
| 5Y | +46.8% | +27.1% | +19.6% | +24.5% |
| All | +337.2% | +138.8% | +198.5% | +146.2% |
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