+537.5%
MAR vs MLM
+149.0%
+388.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.9% |
| 7D | +2.9% | -2.9% | +5.7% | +4.3% |
| 30D | +17.0% | +10.4% | +6.6% | +11.0% |
| 3M | +23.2% | -3.7% | +26.9% | +25.1% |
| 6M | +21.7% | -10.3% | +32.0% | +27.0% |
| YTD | +38.9% | -14.8% | +53.7% | +48.3% |
| 1Y | +48.7% | -13.9% | +62.5% | +57.8% |
| 3Y | +122.9% | +18.4% | +104.5% | +96.0% |
| 5Y | +177.5% | +31.8% | +145.7% | +126.1% |
| 10Y | +537.5% | +143.4% | +394.1% | +248.7% |
| All | +537.5% | +149.0% | +388.6% | +248.7% |
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