+55.8%
MLM vs BOXX
+18.4%
+37.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -2.9% | +0.1% | -3.0% | -3.0% |
| 30D | -6.8% | +0.4% | -7.2% | -7.2% |
| 3M | -11.2% | +1.0% | -12.3% | -12.2% |
| 6M | -21.8% | +2.0% | -23.8% | -23.0% |
| YTD | -17.0% | +2.6% | -19.6% | -18.5% |
| 1Y | -16.4% | +4.1% | -20.4% | -17.8% |
| 3Y | +14.5% | +14.7% | -0.2% | +37.9% |
| All | +55.8% | +18.4% | +37.3% | +150.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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