+206.1%
MLM vs BEN
+57.9%
+148.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.4% | -0.4% |
| 7D | -2.9% | +0.2% | -3.1% | -3.0% |
| 30D | -6.8% | -0.5% | -6.3% | -6.6% |
| 3M | -11.2% | +9.7% | -21.0% | -15.1% |
| 6M | -21.8% | +33.9% | -55.7% | -32.0% |
| YTD | -17.0% | +49.0% | -66.0% | -31.4% |
| 1Y | -16.4% | +42.1% | -58.5% | -29.6% |
| 3Y | +14.5% | +51.9% | -37.4% | -9.6% |
| 5Y | +41.7% | +39.0% | +2.7% | +13.5% |
| All | +206.1% | +57.9% | +148.2% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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