+181.2%
MLM vs A
+319.7%
-138.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.6% | -2.5% |
| 7D | -4.1% | -0.1% | -4.1% | -4.1% |
| 30D | +8.2% | +3.4% | +4.8% | +6.5% |
| 3M | -3.6% | +23.8% | -27.4% | -12.2% |
| 6M | -15.6% | +49.0% | -64.6% | -29.4% |
| YTD | -16.4% | +29.4% | -45.8% | -26.2% |
| 1Y | -14.3% | +19.4% | -33.7% | -21.7% |
| 3Y | +19.3% | +66.2% | -46.9% | -9.8% |
| 5Y | +29.6% | +15.8% | +13.8% | +14.0% |
| All | +181.2% | +319.7% | -138.5% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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