+145.5%
MLM vs A
+308.8%
-163.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.6% |
| 7D | -5.8% | -0.1% | -5.7% | -5.8% |
| 30D | +9.8% | +3.3% | +6.6% | +8.2% |
| 3M | -5.2% | +18.5% | -23.7% | -12.0% |
| 6M | -10.3% | +59.3% | -69.6% | -27.0% |
| YTD | -15.5% | +31.0% | -46.5% | -25.7% |
| 1Y | -15.0% | +19.3% | -34.4% | -22.3% |
| 3Y | +17.5% | +66.8% | -49.4% | -11.1% |
| 5Y | +30.5% | +15.5% | +15.1% | +15.1% |
| 10Y | +145.5% | +312.3% | -166.8% | +29.7% |
| All | +145.5% | +308.8% | -163.3% | +29.7% |
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