+2,245.5%
MLM vs AGI
+4,543.9%
-2,298.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.3% | +4.8% | -0.1% |
| 7D | -2.9% | +13.9% | -16.8% | -3.8% |
| 30D | +10.4% | -6.2% | +16.7% | +10.8% |
| 3M | -3.7% | -6.9% | +3.2% | -3.5% |
| 6M | -10.3% | -28.7% | +18.5% | -8.5% |
| YTD | -14.8% | -19.8% | +5.0% | -14.1% |
| 1Y | -13.9% | -4.8% | -9.1% | -14.3% |
| 3Y | +18.4% | +144.3% | -125.9% | +9.3% |
| 5Y | +31.8% | +277.2% | -245.4% | +17.1% |
| 10Y | +143.4% | +365.9% | -222.4% | +104.3% |
| All | +2,245.5% | +4,543.9% | -2,298.5% | +1,798.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling