+138.8%
MLM vs A
+302.9%
-164.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.9% |
| 7D | -0.9% | -0.5% | -0.4% | -0.7% |
| 30D | +9.0% | 0.0% | +9.0% | +8.9% |
| 3M | -5.6% | +16.7% | -22.3% | -11.8% |
| 6M | -10.7% | +54.8% | -65.5% | -26.5% |
| YTD | -17.2% | +28.8% | -46.0% | -26.7% |
| 1Y | -14.2% | +19.3% | -33.5% | -21.6% |
| 3Y | +15.6% | +65.5% | -49.9% | -12.3% |
| 5Y | +26.2% | +12.1% | +14.2% | +12.8% |
| All | +138.8% | +302.9% | -164.1% | +24.4% |
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