+416.5%
MLM vs CAPR
-99.1%
+515.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.7% |
| 3M | -11.2% | -66.4% | +55.1% | -10.9% |
| 6M | -21.8% | -63.1% | +41.3% | -21.7% |
| YTD | -17.0% | -67.4% | +50.5% | -16.7% |
| 1Y | -16.4% | +58.2% | -74.6% | -19.0% |
| 3Y | +14.5% | +42.2% | -27.7% | +9.6% |
| 5Y | +41.7% | +87.3% | -45.5% | +34.7% |
| 10Y | +200.0% | -75.3% | +275.3% | +178.3% |
| All | +416.5% | -99.1% | +515.5% | +377.1% |
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