+7,359.3%
JPM vs MLM
+2,961.7%
+4,397.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.1% | -1.5% |
| 7D | +0.3% | -2.9% | +3.2% | +1.7% |
| 30D | -0.2% | -6.8% | +6.7% | +3.1% |
| 3M | +15.9% | -11.2% | +27.1% | +21.7% |
| 6M | +20.9% | -21.8% | +42.8% | +34.8% |
| YTD | +12.9% | -17.0% | +29.9% | +21.7% |
| 1Y | +20.3% | -16.4% | +36.7% | +28.9% |
| 3Y | +160.9% | +14.5% | +146.5% | +134.6% |
| 5Y | +154.8% | +41.7% | +113.1% | +101.1% |
| 10Y | +591.1% | +200.0% | +391.1% | +249.7% |
| All | +7,359.3% | +2,961.7% | +4,397.6% | +1,407.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling