+3,151.0%
MLM vs BEN
+1,265.3%
+1,885.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.9% | -0.3% | -3.2% |
| 7D | -1.2% | -0.4% | -0.8% | -1.1% |
| 30D | +7.9% | -0.7% | +8.6% | +8.3% |
| 3M | -4.5% | -6.8% | +2.4% | -1.7% |
| 6M | -12.6% | +7.9% | -20.5% | -15.6% |
| YTD | -14.9% | +39.6% | -54.4% | -26.3% |
| 1Y | -13.1% | +48.5% | -61.6% | -26.8% |
| 3Y | +21.2% | +55.7% | -34.5% | -2.8% |
| 5Y | +32.0% | +15.1% | +16.9% | +18.1% |
| 10Y | +195.3% | +57.4% | +138.0% | +118.7% |
| All | +3,151.0% | +1,265.3% | +1,885.6% | +1,289.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling