+72.2%
MAR vs MLM
+15.1%
+57.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | -4.2% | -2.9% | -1.2% | -2.9% |
| 30D | -6.7% | -6.8% | +0.1% | -3.8% |
| 3M | -12.5% | -11.2% | -1.3% | -8.3% |
| 6M | +0.6% | -21.8% | +22.4% | +11.8% |
| YTD | +9.1% | -17.0% | +26.1% | +17.2% |
| 1Y | +26.2% | -16.4% | +42.6% | +34.8% |
| All | +72.2% | +15.1% | +57.0% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling