-10.5%
MLM vs CAPR
+47.4%
-57.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.3% | -5.9% | +2.3% |
| 7D | +9.1% | +43.2% | -34.0% | +8.9% |
| 30D | +14.6% | +14.7% | 0.0% | +14.5% |
| 3M | +0.3% | +113.9% | -113.6% | -0.2% |
| 6M | -7.5% | -73.4% | +65.9% | -7.4% |
| YTD | -10.2% | -69.1% | +58.9% | -10.2% |
| 1Y | -10.5% | +47.2% | -57.7% | -11.7% |
| All | -10.5% | +47.4% | -57.9% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling