+43.5%
MLM vs ACM
+5.0%
+38.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -2.9% | -3.7% | +0.8% | -1.1% |
| 30D | -6.8% | -11.1% | +4.3% | -2.1% |
| 3M | -11.2% | -8.0% | -3.2% | -8.3% |
| 6M | -21.8% | -29.7% | +7.8% | -8.1% |
| YTD | -17.0% | -29.4% | +12.4% | -3.6% |
| 1Y | -16.4% | -46.4% | +30.1% | +12.2% |
| 3Y | +14.5% | -22.3% | +36.8% | +19.6% |
| All | +43.5% | +5.0% | +38.5% | +23.8% |
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 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