+2,498.9%
MAR vs MLM
+1,472.5%
+1,026.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | -4.2% | -2.9% | -1.2% | -2.8% |
| 30D | -6.7% | -6.8% | +0.1% | -3.7% |
| 3M | -12.5% | -11.2% | -1.3% | -8.2% |
| 6M | +0.6% | -21.8% | +22.4% | +11.9% |
| YTD | +9.1% | -17.0% | +26.1% | +17.6% |
| 1Y | +26.2% | -16.4% | +42.6% | +35.3% |
| 3Y | +68.2% | +14.5% | +53.7% | +53.4% |
| 5Y | +163.9% | +41.7% | +122.2% | +115.4% |
| 10Y | +420.6% | +200.0% | +220.5% | +183.6% |
| All | +2,498.9% | +1,472.5% | +1,026.5% | +496.6% |
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