+481.0%
JPM vs MLM
+140.5%
+340.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | -2.5% | -5.8% | +3.4% | +0.3% |
| 30D | +2.7% | +9.8% | -7.1% | -1.8% |
| 3M | -4.7% | -5.2% | +0.5% | -2.6% |
| 6M | +15.6% | -10.3% | +25.8% | +20.1% |
| YTD | +8.6% | -15.5% | +24.1% | +15.6% |
| 1Y | +10.9% | -15.0% | +25.9% | +17.8% |
| 3Y | +149.9% | +17.5% | +132.5% | +122.3% |
| 5Y | +131.9% | +30.5% | +101.4% | +90.6% |
| 10Y | +481.0% | +145.5% | +335.5% | +224.8% |
| All | +481.0% | +140.5% | +340.5% | +224.8% |
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