+120.1%
MAR vs MLM
+15.7%
+104.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | 0.0% |
| 7D | +1.6% | -0.9% | +2.5% | +2.0% |
| 30D | +13.8% | +9.0% | +4.8% | +9.4% |
| 3M | +20.3% | -5.6% | +25.8% | +23.0% |
| 6M | +21.3% | -10.7% | +32.0% | +26.3% |
| YTD | +37.2% | -17.2% | +54.4% | +47.3% |
| 1Y | +48.4% | -14.2% | +62.7% | +56.4% |
| 3Y | +120.1% | +15.6% | +104.5% | +83.2% |
| All | +120.1% | +15.7% | +104.5% | +83.2% |
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 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