+291.3%
IR vs MLM
+137.6%
+153.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +0.6% |
| 7D | -2.8% | -2.9% | +0.1% | -1.2% |
| 30D | -15.1% | -6.8% | -8.3% | -11.7% |
| 3M | +6.1% | -11.2% | +17.3% | +13.2% |
| 6M | -16.8% | -21.8% | +5.0% | -4.4% |
| YTD | -3.5% | -17.0% | +13.4% | +6.8% |
| 1Y | -3.5% | -16.4% | +12.9% | +6.3% |
| 3Y | +9.5% | +14.5% | -5.0% | +0.2% |
| 5Y | +45.1% | +41.7% | +3.3% | +16.5% |
| All | +291.3% | +137.6% | +153.7% | +121.6% |
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