+43.5%
MLM vs AGI
+385.7%
-342.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.1% | +1.4% |
| 7D | -2.9% | +0.6% | -3.5% | -3.0% |
| 30D | -6.8% | +18.2% | -25.1% | -8.7% |
| 3M | -11.2% | -4.1% | -7.1% | -11.3% |
| 6M | -21.8% | -28.7% | +6.9% | -19.7% |
| YTD | -17.0% | -4.0% | -13.0% | -17.3% |
| 1Y | -16.4% | +17.4% | -33.8% | -18.6% |
| 3Y | +14.5% | +203.0% | -188.5% | -1.2% |
| All | +43.5% | +385.7% | -342.2% | +15.7% |
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