-57.9%
JD vs MLM
+30.6%
-88.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.2% | +8.4% | +5.0% |
| 7D | +11.7% | -1.2% | +13.0% | +12.0% |
| 30D | +8.1% | +7.9% | +0.1% | +5.1% |
| 3M | -12.0% | -4.5% | -7.5% | -11.0% |
| 6M | -3.5% | -12.6% | +9.1% | 0.0% |
| YTD | +3.3% | -14.9% | +18.2% | +7.2% |
| 1Y | -7.4% | -13.1% | +5.6% | -4.8% |
| 3Y | +16.6% | +21.2% | -4.6% | +0.2% |
| 5Y | -57.9% | +32.0% | -89.9% | -66.6% |
| All | -57.9% | +30.6% | -88.5% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling