+9,590.6%
LOW vs MLM
+3,017.4%
+6,573.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | +1.0% | -5.8% | +6.8% | +3.5% |
| 30D | +25.6% | +9.8% | +15.8% | +20.9% |
| 3M | +5.3% | -5.2% | +10.5% | +7.6% |
| 6M | +3.7% | -10.3% | +14.0% | +8.2% |
| YTD | -1.9% | -15.5% | +13.6% | +4.8% |
| 1Y | +0.6% | -15.0% | +15.6% | +7.2% |
| 3Y | +26.4% | +17.5% | +9.0% | +17.0% |
| 5Y | +10.1% | +30.5% | -20.4% | -3.4% |
| 10Y | +301.3% | +145.5% | +155.7% | +157.4% |
| All | +9,590.6% | +3,017.4% | +6,573.2% | +2,076.7% |
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 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