+1,612.0%
LLY vs MLM
+199.9%
+1,412.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.1% |
| 7D | -2.1% | -2.9% | +0.8% | -1.7% |
| 30D | -1.6% | -6.8% | +5.2% | -0.4% |
| 3M | +2.3% | -11.2% | +13.5% | +4.1% |
| 6M | +14.9% | -21.8% | +36.7% | +19.6% |
| YTD | +7.5% | -17.0% | +24.4% | +10.4% |
| 1Y | +55.7% | -16.4% | +72.1% | +59.6% |
| 3Y | +110.6% | +14.5% | +96.1% | +102.7% |
| 5Y | +363.4% | +41.7% | +321.7% | +325.0% |
| All | +1,612.0% | +199.9% | +1,412.1% | +1,273.3% |
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 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