+5,599.3%
LMT vs MLM
+2,961.7%
+2,637.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.6% | -1.7% |
| 7D | -6.3% | -2.9% | -3.4% | -5.7% |
| 30D | -8.5% | -6.8% | -1.7% | -7.3% |
| 3M | +1.8% | -11.2% | +13.1% | +3.9% |
| 6M | -19.9% | -21.8% | +1.9% | -16.4% |
| YTD | +10.6% | -17.0% | +27.5% | +14.0% |
| 1Y | +17.9% | -16.4% | +34.3% | +21.3% |
| 3Y | +27.0% | +14.5% | +12.5% | +21.3% |
| 5Y | +68.7% | +41.7% | +26.9% | +51.8% |
| 10Y | +181.1% | +200.0% | -19.0% | +110.5% |
| All | +5,599.3% | +2,961.7% | +2,637.6% | +2,757.1% |
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