+429.6%
MLM vs CAPR
-99.1%
+528.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.6% | -1.6% | -5.1% |
| 7D | -1.2% | +29.7% | -30.9% | -1.5% |
| 30D | +7.9% | +11.0% | -3.0% | +7.8% |
| 3M | -4.5% | +118.8% | -123.3% | -5.4% |
| 6M | -12.6% | -73.9% | +61.3% | -12.2% |
| YTD | -14.9% | -70.2% | +55.3% | -14.6% |
| 1Y | -13.1% | +38.3% | -51.3% | -15.7% |
| 3Y | +21.2% | +199.7% | -178.4% | +15.2% |
| 5Y | +32.0% | +130.6% | -98.6% | +25.1% |
| 10Y | +195.3% | -68.5% | +263.8% | +173.9% |
| All | +429.6% | -99.1% | +528.7% | +389.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling