+540.2%
MAR vs MLM
+185.4%
+354.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.8% |
| 7D | +4.3% | -4.1% | +8.4% | +6.5% |
| 30D | +16.8% | +8.2% | +8.7% | +12.0% |
| 3M | +16.0% | -3.6% | +19.6% | +17.7% |
| 6M | +16.5% | -15.6% | +32.0% | +25.4% |
| YTD | +35.0% | -16.4% | +51.5% | +45.6% |
| 1Y | +49.4% | -14.3% | +63.7% | +58.9% |
| 3Y | +124.1% | +19.3% | +104.8% | +96.6% |
| 5Y | +159.2% | +29.6% | +129.6% | +113.9% |
| All | +540.2% | +185.4% | +354.8% | +249.2% |
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 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