+26.2%
MAR vs MLM
-15.9%
+42.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | -4.2% | -2.9% | -1.2% | -3.1% |
| 30D | -6.7% | -6.8% | +0.1% | -4.3% |
| 3M | -12.5% | -11.2% | -1.3% | -8.9% |
| 6M | +0.6% | -21.8% | +22.4% | +10.0% |
| YTD | +9.1% | -17.0% | +26.1% | +15.2% |
| 1Y | +26.2% | -16.4% | +42.6% | +32.4% |
| All | +26.2% | -15.9% | +42.1% | +32.4% |
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