+7,581.3%
MCO vs MLM
+3,687.7%
+3,893.7%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.3% | -2.6% |
| 7D | -4.2% | -2.9% | -1.2% | -3.1% |
| 30D | +2.2% | -6.8% | +9.0% | +4.9% |
| 3M | +10.1% | -11.2% | +21.4% | +14.8% |
| 6M | +5.3% | -21.8% | +27.1% | +14.9% |
| YTD | -2.7% | -17.0% | +14.2% | +3.2% |
| 1Y | -0.4% | -16.4% | +16.0% | +5.2% |
| 3Y | +49.0% | +14.5% | +34.6% | +37.5% |
| 5Y | +33.6% | +41.7% | -8.1% | +12.8% |
| 10Y | +395.3% | +200.0% | +195.3% | +191.2% |
| All | +7,581.3% | +3,687.7% | +3,893.7% | +2,107.9% |
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 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