+2,060.2%
LLY vs MLM
+190.7%
+1,869.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.2% | +1.4% | -2.8% |
| 7D | -0.7% | -1.2% | +0.6% | -0.4% |
| 30D | +17.9% | +7.9% | +10.0% | +16.3% |
| 3M | +16.8% | -4.5% | +21.3% | +17.7% |
| 6M | +38.4% | -12.6% | +51.1% | +41.3% |
| YTD | +27.6% | -14.9% | +42.5% | +30.6% |
| 1Y | +48.3% | -13.1% | +61.4% | +51.2% |
| 3Y | +145.4% | +21.2% | +124.1% | +133.8% |
| 5Y | +438.9% | +32.0% | +406.9% | +399.0% |
| All | +2,060.2% | +190.7% | +1,869.4% | +1,559.0% |
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