+3,520.3%
MCD vs MLM
+3,210.3%
+310.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.4% | +4.2% | +6.0% |
| 7D | +11.9% | +9.1% | +2.7% | +9.9% |
| 30D | +20.2% | +14.6% | +5.6% | +16.9% |
| 3M | +5.2% | +0.3% | +4.9% | +5.0% |
| 6M | 0.0% | -7.5% | +7.5% | +1.2% |
| YTD | -6.5% | -10.2% | +3.7% | -5.0% |
| 1Y | -3.9% | -10.5% | +6.5% | -2.4% |
| 3Y | +12.5% | +27.8% | -15.4% | +4.8% |
| 5Y | +24.2% | +38.9% | -14.7% | +12.2% |
| 10Y | +220.9% | +211.4% | +9.5% | +134.6% |
| All | +3,520.3% | +3,210.3% | +310.1% | +1,579.5% |
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