-0.9%
MLM vs AHR
+364.8%
-365.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +1.4% | -3.4% | +4.8% | +2.1% |
| 30D | -6.5% | -3.8% | -2.7% | -5.9% |
| 3M | -7.4% | +20.1% | -27.5% | -11.0% |
| 6M | -15.8% | +7.1% | -22.9% | -17.3% |
| YTD | -17.4% | +17.2% | -34.6% | -20.6% |
| 1Y | -17.9% | +30.4% | -48.3% | -23.3% |
| All | -0.9% | +364.8% | -365.6% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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