+506.0%
JPM vs MLM
+167.5%
+338.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.2% | +1.1% |
| 7D | +0.4% | -3.8% | +4.3% | +2.3% |
| 30D | +2.7% | +11.0% | -8.3% | -2.3% |
| 3M | -3.8% | -3.1% | -0.8% | -2.8% |
| 6M | +14.3% | -9.8% | +24.1% | +18.6% |
| YTD | +8.2% | -14.4% | +22.6% | +14.5% |
| 1Y | +11.0% | -12.6% | +23.5% | +16.3% |
| 3Y | +152.7% | +19.7% | +132.9% | +122.6% |
| 5Y | +130.8% | +29.8% | +101.1% | +90.2% |
| 10Y | +506.0% | +153.5% | +352.5% | +233.2% |
| All | +506.0% | +167.5% | +338.5% | +233.2% |
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