+21.5%
MLM vs BEN
+56.2%
-34.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.9% | -0.3% | -3.5% |
| 7D | -1.2% | -0.4% | -0.8% | -1.1% |
| 30D | +7.9% | -0.7% | +8.6% | +8.2% |
| 3M | -4.5% | -6.8% | +2.4% | -2.2% |
| 6M | -12.6% | +7.9% | -20.5% | -14.9% |
| YTD | -14.9% | +39.6% | -54.4% | -24.1% |
| 1Y | -13.1% | +48.5% | -61.6% | -24.2% |
| All | +21.5% | +56.2% | -34.6% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling