+3,122.8%
MAR vs MLM
+1,512.4%
+1,610.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.2% | +3.4% | +0.6% |
| 7D | +4.4% | -1.2% | +5.6% | +5.0% |
| 30D | +15.5% | +7.9% | +7.6% | +11.3% |
| 3M | +15.7% | -4.5% | +20.2% | +17.8% |
| 6M | +18.2% | -12.6% | +30.8% | +24.4% |
| YTD | +35.3% | -14.9% | +50.2% | +43.7% |
| 1Y | +48.6% | -13.1% | +61.7% | +56.3% |
| 3Y | +124.3% | +21.2% | +103.1% | +99.3% |
| 5Y | +159.7% | +32.0% | +127.7% | +119.3% |
| 10Y | +555.2% | +195.3% | +359.9% | +259.4% |
| All | +3,122.8% | +1,512.4% | +1,610.4% | +629.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling