+32.0%
MLM vs ACM
+1.8%
+30.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.2% | -3.0% | -4.1% |
| 7D | -1.2% | +5.1% | -6.3% | -3.5% |
| 30D | +7.9% | +11.5% | -3.5% | +2.5% |
| 3M | -4.5% | -10.5% | +6.0% | 0.0% |
| 6M | -12.6% | -20.4% | +7.7% | -3.5% |
| YTD | -14.9% | -28.9% | +14.0% | -1.4% |
| 1Y | -13.1% | -48.7% | +35.6% | +20.8% |
| 3Y | +21.2% | -12.5% | +33.7% | +15.8% |
| 5Y | +32.0% | +0.5% | +31.5% | +13.0% |
| All | +32.0% | +1.8% | +30.2% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling