+349.6%
MLM vs ACM
+230.8%
+118.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -2.9% | -3.7% | +0.8% | -1.0% |
| 30D | -6.8% | -11.1% | +4.3% | -2.0% |
| 3M | -11.2% | -8.0% | -3.2% | -8.3% |
| 6M | -21.8% | -29.7% | +7.8% | -8.5% |
| YTD | -17.0% | -29.4% | +12.4% | -3.9% |
| 1Y | -16.4% | -46.4% | +30.1% | +10.3% |
| 3Y | +14.5% | -22.3% | +36.8% | +23.5% |
| 5Y | +41.7% | +4.5% | +37.3% | +30.9% |
| 10Y | +200.0% | +127.6% | +72.4% | +80.0% |
| All | +349.6% | +230.8% | +118.8% | +100.4% |
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