+325.3%
IR vs MLM
+139.2%
+186.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +2.5% |
| 7D | +3.7% | -4.1% | +7.8% | +6.1% |
| 30D | +7.4% | +8.2% | -0.7% | +2.4% |
| 3M | -5.9% | -3.6% | -2.3% | -4.3% |
| 6M | +5.6% | -15.6% | +21.1% | +15.5% |
| YTD | +4.8% | -16.4% | +21.3% | +15.2% |
| 1Y | +6.9% | -14.3% | +21.3% | +15.9% |
| 3Y | +27.6% | +19.3% | +8.2% | +14.0% |
| 5Y | +45.8% | +29.6% | +16.2% | +22.4% |
| All | +325.3% | +139.2% | +186.1% | +139.1% |
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 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