+386.0%
MLM vs ACM
+240.6%
+145.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.6% | +0.9% |
| 7D | +9.1% | +9.5% | -0.4% | +4.3% |
| 30D | +14.6% | +14.7% | -0.1% | +7.1% |
| 3M | +0.3% | -9.5% | +9.8% | +4.4% |
| 6M | -7.5% | -18.0% | +10.6% | +0.4% |
| YTD | -10.2% | -27.3% | +17.0% | +2.3% |
| 1Y | -10.5% | -47.0% | +36.5% | +18.7% |
| 3Y | +27.8% | -10.6% | +38.4% | +28.2% |
| 5Y | +38.9% | +5.3% | +33.6% | +28.0% |
| 10Y | +211.4% | +167.0% | +44.4% | +73.2% |
| All | +386.0% | +240.6% | +145.4% | +113.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling