+163.8%
JPM vs MLM
+15.1%
+148.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.1% | -1.3% |
| 7D | +0.3% | -2.9% | +3.2% | +1.3% |
| 30D | -0.2% | -6.8% | +6.7% | +2.2% |
| 3M | +15.9% | -11.2% | +27.1% | +20.1% |
| 6M | +20.9% | -21.8% | +42.8% | +31.4% |
| YTD | +12.9% | -17.0% | +29.9% | +19.4% |
| 1Y | +20.3% | -16.4% | +36.7% | +26.7% |
| All | +163.8% | +15.1% | +148.7% | +155.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling