-0.6%
MLM vs AHR
+394.2%
-394.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.4% |
| 7D | -0.9% | -0.2% | -0.7% | -0.8% |
| 30D | +9.0% | +10.2% | -1.2% | +6.8% |
| 3M | -5.6% | +8.3% | -13.9% | -7.3% |
| 6M | -10.7% | +13.0% | -23.7% | -13.2% |
| YTD | -17.2% | +24.6% | -41.8% | -21.4% |
| 1Y | -14.2% | +22.2% | -36.4% | -18.4% |
| All | -0.6% | +394.2% | -394.8% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling