+25.7%
MLM vs CAPR
+142.6%
-116.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.7% | -6.5% | -1.9% |
| 7D | -4.1% | +41.1% | -45.2% | -4.5% |
| 30D | +8.2% | +11.1% | -2.9% | +8.0% |
| 3M | -3.6% | +115.3% | -118.9% | -4.6% |
| 6M | -15.6% | -73.8% | +58.3% | -15.2% |
| YTD | -16.4% | -68.8% | +52.4% | -16.3% |
| 1Y | -14.3% | +43.3% | -57.7% | -17.1% |
| 3Y | +19.3% | +214.7% | -195.4% | +6.0% |
| All | +25.7% | +142.6% | -116.9% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling