+10.1%
LOW vs MLM
+30.7%
-20.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.3% |
| 7D | +1.0% | -5.8% | +6.8% | +4.3% |
| 30D | +25.6% | +9.8% | +15.8% | +19.4% |
| 3M | +5.3% | -5.2% | +10.5% | +8.3% |
| 6M | +3.7% | -10.3% | +14.0% | +9.5% |
| YTD | -1.9% | -15.5% | +13.6% | +6.6% |
| 1Y | +0.6% | -15.0% | +15.6% | +8.9% |
| 3Y | +26.4% | +17.5% | +9.0% | +12.2% |
| 5Y | +10.1% | +30.5% | -20.4% | -9.5% |
| All | +10.1% | +30.7% | -20.6% | -9.5% |
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