+206.2%
MLM vs AGI
+373.6%
-167.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | +1.4% | +4.4% | -3.0% | +1.1% |
| 30D | -6.5% | +10.0% | -16.5% | -7.2% |
| 3M | -7.4% | +1.7% | -9.2% | -7.8% |
| 6M | -15.8% | -26.8% | +11.0% | -14.5% |
| YTD | -17.4% | -5.3% | -12.1% | -17.5% |
| 1Y | -17.9% | +11.5% | -29.4% | -19.0% |
| 3Y | +18.9% | +212.9% | -194.1% | +9.5% |
| 5Y | +43.4% | +388.8% | -345.3% | +28.1% |
| 10Y | +206.2% | +383.6% | -177.4% | +175.5% |
| All | +206.2% | +373.6% | -167.4% | +175.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling