+48.7%
MAR vs MLM
-12.9%
+61.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.8% |
| 7D | +2.9% | -2.9% | +5.7% | +3.9% |
| 30D | +17.0% | +10.4% | +6.6% | +13.0% |
| 3M | +23.2% | -3.7% | +26.9% | +24.5% |
| 6M | +21.7% | -10.3% | +32.0% | +26.2% |
| YTD | +38.9% | -14.8% | +53.7% | +43.7% |
| 1Y | +48.7% | -13.9% | +62.5% | +52.4% |
| All | +48.7% | -12.9% | +61.6% | +52.4% |
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