+5.2%
LVS vs MLM
+41.9%
-36.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.8% |
| 7D | -1.5% | -2.9% | +1.4% | -0.3% |
| 30D | -3.2% | -6.8% | +3.6% | -0.5% |
| 3M | -12.0% | -11.2% | -0.7% | -8.4% |
| 6M | -19.9% | -21.8% | +1.9% | -12.3% |
| YTD | -30.6% | -17.0% | -13.7% | -26.7% |
| 1Y | -17.7% | -16.4% | -1.4% | -13.6% |
| 3Y | -14.2% | +14.5% | -28.7% | -24.4% |
| All | +5.2% | +41.9% | -36.7% | -15.6% |
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