+515.5%
MAR vs MLM
+167.5%
+348.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -1.1% |
| 7D | +0.2% | -3.8% | +4.1% | +2.2% |
| 30D | +14.0% | +11.0% | +3.0% | +7.8% |
| 3M | +18.1% | -3.1% | +21.2% | +19.5% |
| 6M | +18.6% | -9.8% | +28.4% | +23.4% |
| YTD | +35.3% | -14.4% | +49.6% | +44.0% |
| 1Y | +44.5% | -12.6% | +57.0% | +52.1% |
| 3Y | +120.7% | +19.7% | +101.0% | +93.0% |
| 5Y | +164.1% | +29.8% | +134.3% | +117.1% |
| 10Y | +515.5% | +153.5% | +362.0% | +232.5% |
| All | +515.5% | +167.5% | +348.0% | +232.5% |
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