+9.6%
MLM vs AS
+139.2%
-129.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.1% | -2.8% | +1.5% |
| 7D | +9.1% | +13.8% | -4.6% | +6.8% |
| 30D | +14.6% | +16.7% | -2.0% | +11.7% |
| 3M | +0.3% | -11.5% | +11.8% | +2.0% |
| 6M | -7.5% | -5.5% | -2.0% | -6.9% |
| YTD | -10.2% | -14.2% | +4.0% | -8.8% |
| 1Y | -10.5% | +2.1% | -12.6% | -11.0% |
| All | +9.6% | +139.2% | -129.5% | -2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling