+6,951.3%
JPM vs MLM
+3,039.4%
+3,911.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -5.2% | +1.0% | -1.7% |
| 7D | -1.8% | -1.2% | -0.6% | -1.2% |
| 30D | +1.8% | +7.9% | -6.1% | -2.0% |
| 3M | -5.6% | -4.5% | -1.2% | -3.9% |
| 6M | +10.1% | -12.6% | +22.7% | +16.1% |
| YTD | +6.7% | -14.9% | +21.6% | +13.4% |
| 1Y | +10.3% | -13.1% | +23.4% | +16.1% |
| 3Y | +151.4% | +21.2% | +130.2% | +120.3% |
| 5Y | +127.3% | +32.0% | +95.2% | +86.0% |
| 10Y | +546.0% | +195.3% | +350.7% | +230.1% |
| All | +6,951.3% | +3,039.4% | +3,911.9% | +1,304.5% |
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