+93.7%
MA vs MLM
+30.6%
+63.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.2% | +2.7% | -0.4% |
| 7D | +3.2% | -1.2% | +4.4% | +3.7% |
| 30D | +15.9% | +7.9% | +8.0% | +12.4% |
| 3M | +15.2% | -4.5% | +19.6% | +17.0% |
| 6M | +32.4% | -12.6% | +45.0% | +38.6% |
| YTD | +15.6% | -14.9% | +30.5% | +20.9% |
| 1Y | +19.3% | -13.1% | +32.4% | +23.5% |
| 3Y | +73.0% | +21.2% | +51.7% | +45.8% |
| 5Y | +93.7% | +32.0% | +61.7% | +52.9% |
| All | +93.7% | +30.6% | +63.1% | +52.9% |
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