+18.0%
MLM vs AGI
+138.5%
-120.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.5% |
| 7D | -5.8% | 0.0% | -5.8% | -5.9% |
| 30D | +9.8% | -7.6% | +17.4% | +10.5% |
| 3M | -5.2% | -10.2% | +5.0% | -4.4% |
| 6M | -10.3% | -31.5% | +21.2% | -7.4% |
| YTD | -15.5% | -22.0% | +6.5% | -13.8% |
| 1Y | -15.0% | -7.9% | -7.2% | -14.5% |
| All | +18.0% | +138.5% | -120.5% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling