+2,053.0%
LLY vs MLM
+140.0%
+1,913.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | +4.6% | -2.0% | +6.6% | +5.0% |
| 30D | +22.4% | +9.5% | +12.8% | +20.5% |
| 3M | +17.1% | -4.7% | +21.9% | +18.1% |
| 6M | +44.6% | -10.7% | +55.4% | +46.9% |
| YTD | +33.5% | -16.6% | +50.0% | +37.0% |
| 1Y | +41.1% | -15.4% | +56.5% | +44.5% |
| 3Y | +143.8% | +15.9% | +127.8% | +134.4% |
| 5Y | +473.4% | +27.1% | +446.2% | +435.6% |
| All | +2,053.0% | +140.0% | +1,913.0% | +1,672.9% |
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