+19.8%
MA vs MLM
-16.0%
+35.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +1.3% | -0.9% | +2.2% | +1.4% |
| 30D | +9.6% | +9.0% | +0.6% | +9.0% |
| 3M | +16.8% | -5.6% | +22.3% | +17.4% |
| 6M | +35.2% | -10.7% | +45.9% | +36.1% |
| YTD | +16.6% | -17.2% | +33.7% | +14.5% |
| 1Y | +19.8% | -14.2% | +34.0% | +14.2% |
| All | +19.8% | -16.0% | +35.7% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling