+319.4%
IR vs MLM
+143.6%
+175.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.2% | +2.4% | +0.2% |
| 7D | +2.3% | -1.2% | +3.5% | +2.9% |
| 30D | +3.3% | +7.9% | -4.6% | -1.4% |
| 3M | -9.0% | -4.5% | -4.6% | -7.0% |
| 6M | +8.0% | -12.6% | +20.7% | +15.9% |
| YTD | +3.4% | -14.9% | +18.3% | +12.5% |
| 1Y | +4.5% | -13.1% | +17.6% | +12.4% |
| 3Y | +25.6% | +21.2% | +4.4% | +11.2% |
| 5Y | +43.8% | +32.0% | +11.8% | +19.5% |
| All | +319.4% | +143.6% | +175.8% | +133.4% |
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