-0.3%
MLM vs AHR
+365.8%
-366.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.5% |
| 7D | -2.9% | -1.5% | -1.4% | -2.6% |
| 30D | -6.8% | -1.4% | -5.4% | -6.6% |
| 3M | -11.2% | +18.6% | -29.8% | -14.4% |
| 6M | -21.8% | +6.6% | -28.4% | -23.1% |
| YTD | -17.0% | +17.5% | -34.4% | -20.2% |
| 1Y | -16.4% | +30.9% | -47.2% | -21.9% |
| All | -0.3% | +365.8% | -366.1% | -32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling