-14.2%
MLM vs A
+17.3%
-31.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.9% |
| 7D | -0.9% | -0.5% | -0.4% | -0.8% |
| 30D | +9.0% | 0.0% | +9.0% | +8.9% |
| 3M | -5.6% | +16.7% | -22.3% | -9.5% |
| 6M | -10.7% | +54.8% | -65.5% | -20.0% |
| YTD | -17.2% | +28.8% | -46.0% | -22.6% |
| 1Y | -14.2% | +19.3% | -33.5% | -17.5% |
| All | -14.2% | +17.3% | -31.5% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling