+465.0%
JPM vs MLM
+138.2%
+326.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | +3.5% | -0.9% | +4.4% | +3.9% |
| 30D | +3.3% | +9.0% | -5.8% | -0.9% |
| 3M | -4.2% | -5.6% | +1.4% | -1.9% |
| 6M | +16.4% | -10.7% | +27.1% | +21.2% |
| YTD | +9.5% | -17.2% | +26.7% | +17.6% |
| 1Y | +14.0% | -14.2% | +28.2% | +20.5% |
| 3Y | +153.1% | +15.6% | +137.5% | +126.7% |
| 5Y | +134.9% | +26.2% | +108.6% | +96.2% |
| All | +465.0% | +138.2% | +326.7% | +219.4% |
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 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