+457.5%
MCO vs MLM
+167.5%
+290.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | 0.0% |
| 7D | +1.0% | -3.8% | +4.8% | +2.7% |
| 30D | +10.1% | +11.0% | -0.9% | +5.3% |
| 3M | +7.2% | -3.1% | +10.3% | +8.4% |
| 6M | +13.8% | -9.8% | +23.5% | +17.9% |
| YTD | +0.7% | -14.4% | +15.1% | +5.8% |
| 1Y | +5.6% | -12.6% | +18.2% | +9.9% |
| 3Y | +54.1% | +19.7% | +34.3% | +37.3% |
| 5Y | +36.0% | +29.8% | +6.2% | +15.1% |
| 10Y | +457.5% | +153.5% | +304.0% | +230.3% |
| All | +457.5% | +167.5% | +290.1% | +230.3% |
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