+18.5%
MLM vs ACM
-21.7%
+40.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -2.9% | -3.7% | +0.8% | -1.6% |
| 30D | -6.8% | -11.1% | +4.3% | -3.2% |
| 3M | -11.2% | -8.0% | -3.2% | -9.0% |
| 6M | -21.8% | -29.7% | +7.8% | -11.4% |
| YTD | -17.0% | -29.4% | +12.4% | -6.7% |
| 1Y | -16.4% | -46.4% | +30.1% | +5.4% |
| All | +18.5% | -21.7% | +40.2% | +20.3% |
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