+9.8%
LOW vs MLM
+41.9%
-32.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +0.7% |
| 7D | -1.7% | -2.9% | +1.2% | -0.2% |
| 30D | -7.0% | -6.8% | -0.2% | -3.6% |
| 3M | -0.9% | -11.2% | +10.4% | +5.3% |
| 6M | -20.1% | -21.8% | +1.8% | -9.4% |
| YTD | -13.9% | -17.0% | +3.1% | -5.7% |
| 1Y | -21.1% | -16.4% | -4.8% | -14.2% |
| 3Y | -6.6% | +14.5% | -21.1% | -15.4% |
| All | +9.8% | +41.9% | -32.1% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling