+553.1%
MA vs MLM
+185.4%
+367.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.2% |
| 7D | +2.3% | -4.1% | +6.4% | +4.1% |
| 30D | +14.7% | +8.2% | +6.5% | +11.1% |
| 3M | +13.5% | -3.6% | +17.1% | +14.9% |
| 6M | +33.1% | -15.6% | +48.7% | +41.0% |
| YTD | +15.1% | -16.4% | +31.5% | +21.3% |
| 1Y | +18.7% | -14.3% | +33.1% | +23.8% |
| 3Y | +72.1% | +19.3% | +52.8% | +52.8% |
| 5Y | +92.8% | +29.6% | +63.2% | +62.3% |
| All | +553.1% | +185.4% | +367.7% | +291.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling