+153.5%
MLM vs ACM
+147.1%
+6.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.2% | -2.7% | -0.3% |
| 7D | -3.8% | +6.9% | -10.7% | -7.2% |
| 30D | +11.0% | +19.1% | -8.1% | +1.2% |
| 3M | -3.1% | -6.9% | +3.9% | -0.3% |
| 6M | -9.8% | -12.0% | +2.2% | -5.2% |
| YTD | -14.4% | -25.1% | +10.8% | -2.8% |
| 1Y | -12.6% | -45.4% | +32.9% | +17.6% |
| 3Y | +19.7% | -6.9% | +26.6% | +15.9% |
| 5Y | +29.8% | +3.7% | +26.0% | +17.2% |
| 10Y | +153.5% | +135.8% | +17.7% | +45.8% |
| All | +153.5% | +147.1% | +6.4% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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