+6,151.4%
LMT vs MLM
+3,039.4%
+3,112.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.2% | +2.0% | -2.2% |
| 7D | -10.5% | -1.2% | -9.2% | -10.3% |
| 30D | +12.9% | +7.9% | +5.0% | +11.2% |
| 3M | +0.4% | -4.5% | +4.8% | +1.1% |
| 6M | +14.7% | -12.6% | +27.3% | +17.2% |
| YTD | +21.3% | -14.9% | +36.1% | +24.3% |
| 1Y | +24.9% | -13.1% | +38.0% | +27.5% |
| 3Y | +37.7% | +21.2% | +16.4% | +30.2% |
| 5Y | +93.8% | +32.0% | +61.8% | +77.1% |
| 10Y | +217.5% | +195.3% | +22.2% | +138.3% |
| All | +6,151.4% | +3,039.4% | +3,112.0% | +3,015.6% |
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