-13.1%
MLM vs AS
0.0%
-13.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.3% | -2.9% | -4.4% |
| 7D | -1.2% | +7.1% | -8.3% | -3.3% |
| 30D | +7.9% | +12.8% | -4.9% | +4.0% |
| 3M | -4.5% | -14.7% | +10.3% | -0.1% |
| 6M | -12.6% | -9.9% | -2.7% | -10.5% |
| YTD | -14.9% | -16.1% | +1.3% | -12.5% |
| 1Y | -13.1% | +0.2% | -13.2% | -11.7% |
| All | -13.1% | 0.0% | -13.1% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling