+21.5%
MLM vs A
+61.4%
-39.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.0% | -2.1% | -4.3% |
| 7D | -1.2% | -5.2% | +3.9% | +0.2% |
| 30D | +7.9% | +1.4% | +6.5% | +7.4% |
| 3M | -4.5% | +21.9% | -26.4% | -9.9% |
| 6M | -12.6% | +46.7% | -59.3% | -21.9% |
| YTD | -14.9% | +27.2% | -42.1% | -21.0% |
| 1Y | -13.1% | +17.9% | -31.0% | -17.6% |
| All | +21.5% | +61.4% | -39.9% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling