+459.4%
MCO vs MLM
+149.0%
+310.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | +1.4% | -2.9% | +4.3% | +2.7% |
| 30D | +10.0% | +10.4% | -0.4% | +5.4% |
| 3M | +7.0% | -3.7% | +10.8% | +8.5% |
| 6M | +13.7% | -10.3% | +23.9% | +18.1% |
| YTD | +0.6% | -14.8% | +15.4% | +6.0% |
| 1Y | +6.2% | -13.9% | +20.1% | +11.2% |
| 3Y | +51.9% | +18.4% | +33.5% | +36.0% |
| 5Y | +37.5% | +31.8% | +5.7% | +15.6% |
| 10Y | +459.4% | +143.4% | +315.9% | +232.9% |
| All | +459.4% | +149.0% | +310.4% | +232.9% |
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