+388.8%
MCO vs MLM
+203.1%
+185.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.7% |
| 7D | -3.1% | -2.7% | -0.4% | -2.1% |
| 30D | -0.5% | -8.3% | +7.8% | +3.0% |
| 3M | +5.7% | -12.0% | +17.7% | +10.9% |
| 6M | +3.0% | -17.6% | +20.7% | +10.8% |
| YTD | -6.5% | -18.9% | +12.4% | +0.5% |
| 1Y | -5.8% | -17.6% | +11.9% | +0.4% |
| 3Y | +43.1% | +16.8% | +26.3% | +29.2% |
| 5Y | +29.5% | +41.0% | -11.6% | +6.9% |
| 10Y | +388.8% | +209.3% | +179.5% | +192.9% |
| All | +388.8% | +203.1% | +185.8% | +192.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling