+206.1%
MLM vs A
+247.9%
-41.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.6% | +0.9% |
| 7D | -2.9% | -1.9% | -1.0% | -2.1% |
| 30D | -6.8% | +6.9% | -13.7% | -9.5% |
| 3M | -11.2% | +9.2% | -20.5% | -14.6% |
| 6M | -21.8% | +25.7% | -47.5% | -29.7% |
| YTD | -17.0% | +11.5% | -28.5% | -21.7% |
| 1Y | -16.4% | +18.4% | -34.7% | -23.6% |
| 3Y | +14.5% | +26.6% | -12.1% | -2.0% |
| 5Y | +41.7% | -12.8% | +54.6% | +41.7% |
| All | +206.1% | +247.9% | -41.8% | +62.2% |
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