+2.8%
MLM vs AHR
+404.3%
-401.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +2.1% |
| 7D | -3.8% | +9.6% | -13.5% | -5.7% |
| 30D | +11.0% | +16.1% | -5.1% | +7.6% |
| 3M | -3.1% | +4.4% | -7.5% | -4.1% |
| 6M | -9.8% | +15.1% | -24.9% | -12.7% |
| YTD | -14.4% | +27.2% | -41.5% | -19.1% |
| 1Y | -12.6% | +21.7% | -34.3% | -16.6% |
| All | +2.8% | +404.3% | -401.5% | -31.1% |
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