+521.1%
JPM vs MLM
+185.4%
+335.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | 0.0% |
| 7D | -0.8% | -4.1% | +3.4% | +1.2% |
| 30D | +1.5% | +8.2% | -6.7% | -2.3% |
| 3M | -5.7% | -3.6% | -2.1% | -4.4% |
| 6M | +7.2% | -15.6% | +22.8% | +14.8% |
| YTD | +5.8% | -16.4% | +22.2% | +13.2% |
| 1Y | +8.8% | -14.3% | +23.1% | +15.1% |
| 3Y | +147.4% | +19.3% | +128.1% | +118.3% |
| 5Y | +125.3% | +29.6% | +95.8% | +85.8% |
| All | +521.1% | +185.4% | +335.7% | +227.7% |
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