+206.1%
MLM vs CAPR
-75.6%
+281.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.1% | +1.1% |
| 7D | -2.9% | -2.0% | -0.9% | -2.9% |
| 30D | -6.8% | +139.2% | -146.0% | -8.3% |
| 3M | -11.2% | -66.4% | +55.1% | -10.7% |
| 6M | -21.8% | -63.1% | +41.3% | -21.6% |
| YTD | -17.0% | -67.4% | +50.5% | -16.6% |
| 1Y | -16.4% | +58.2% | -74.6% | -20.8% |
| 3Y | +14.5% | +42.2% | -27.7% | +5.5% |
| 5Y | +41.7% | +87.3% | -45.5% | +28.3% |
| All | +206.1% | -75.6% | +281.8% | +167.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling