+132.2%
LLY vs MLM
+18.7%
+113.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.4% |
| 7D | -4.5% | -4.1% | -0.4% | -3.6% |
| 30D | +13.9% | +8.2% | +5.7% | +12.3% |
| 3M | +13.8% | -3.6% | +17.3% | +14.5% |
| 6M | +37.6% | -15.6% | +53.2% | +42.1% |
| YTD | +26.6% | -16.4% | +43.0% | +30.4% |
| 1Y | +45.3% | -14.3% | +59.7% | +48.8% |
| 3Y | +132.2% | +19.3% | +112.9% | +120.2% |
| All | +132.2% | +18.7% | +113.5% | +120.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling