+26.5%
MLM vs AGI
+243.7%
-217.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -0.9% | -10.1% | +9.2% | +0.3% |
| 30D | +9.0% | -6.5% | +15.6% | +9.6% |
| 3M | -5.6% | -12.8% | +7.2% | -4.5% |
| 6M | -10.7% | -34.3% | +23.6% | -7.1% |
| YTD | -17.2% | -25.6% | +8.5% | -15.3% |
| 1Y | -14.2% | -14.2% | 0.0% | -13.6% |
| 3Y | +15.6% | +127.3% | -111.7% | +1.5% |
| All | +26.5% | +243.7% | -217.2% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling