+13,824.2%
MA vs MLM
+632.8%
+13,191.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.6% |
| 7D | -2.7% | -2.9% | +0.2% | -1.5% |
| 30D | +1.5% | -6.8% | +8.4% | +4.4% |
| 3M | +20.4% | -11.2% | +31.7% | +25.6% |
| 6M | +11.1% | -21.8% | +33.0% | +21.7% |
| YTD | +2.0% | -17.0% | +18.9% | +8.1% |
| 1Y | -2.2% | -16.4% | +14.2% | +3.3% |
| 3Y | +41.9% | +14.5% | +27.4% | +28.4% |
| 5Y | +75.4% | +41.7% | +33.6% | +43.0% |
| 10Y | +527.5% | +200.0% | +327.5% | +242.1% |
| All | +13,824.2% | +632.8% | +13,191.3% | +4,592.6% |
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 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