+19.3%
MLM vs ACM
-12.3%
+31.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -1.8% |
| 7D | -4.1% | +5.4% | -9.5% | -5.9% |
| 30D | +8.2% | +15.1% | -6.9% | +3.0% |
| 3M | -3.6% | -10.5% | +6.9% | -0.3% |
| 6M | -15.6% | -19.7% | +4.1% | -9.4% |
| YTD | -16.4% | -28.8% | +12.4% | -6.8% |
| 1Y | -14.3% | -47.9% | +33.5% | +8.9% |
| 3Y | +19.3% | -12.4% | +31.7% | +17.5% |
| All | +19.3% | -12.3% | +31.6% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling