+181.2%
MLM vs ACM
+155.0%
+26.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -1.9% |
| 7D | -4.1% | +5.4% | -9.5% | -6.8% |
| 30D | +8.2% | +15.1% | -6.9% | +0.3% |
| 3M | -3.6% | -10.5% | +6.9% | +1.3% |
| 6M | -15.6% | -19.7% | +4.1% | -6.6% |
| YTD | -16.4% | -28.8% | +12.4% | -2.4% |
| 1Y | -14.3% | -47.9% | +33.5% | +18.5% |
| 3Y | +19.3% | -12.4% | +31.7% | +19.3% |
| 5Y | +29.6% | +0.6% | +29.0% | +18.8% |
| All | +181.2% | +155.0% | +26.2% | +47.0% |
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