-1.4%
LOW vs MLM
-11.4%
+10.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.4% | +5.1% | +6.0% |
| 7D | +15.6% | +9.1% | +6.5% | +9.8% |
| 30D | +28.6% | +14.6% | +14.0% | +18.7% |
| 3M | +5.8% | +0.3% | +5.6% | +5.5% |
| 6M | +3.8% | -7.5% | +11.3% | +8.5% |
| YTD | -2.8% | -10.2% | +7.4% | +0.3% |
| 1Y | -1.4% | -10.5% | +9.1% | +1.7% |
| All | -1.4% | -11.4% | +10.0% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling