+458.4%
MLM vs CAPR
-99.1%
+557.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.3% | -5.9% | +2.3% |
| 7D | +9.1% | +43.2% | -34.0% | +8.7% |
| 30D | +14.6% | +14.7% | 0.0% | +14.4% |
| 3M | +0.3% | +113.9% | -113.6% | -0.7% |
| 6M | -7.5% | -73.4% | +65.9% | -7.0% |
| YTD | -10.2% | -69.1% | +58.9% | -10.0% |
| 1Y | -10.5% | +47.2% | -57.7% | -13.3% |
| 3Y | +27.8% | +210.8% | -183.0% | +21.5% |
| 5Y | +38.9% | +134.1% | -95.2% | +31.7% |
| 10Y | +211.4% | -67.3% | +278.7% | +188.7% |
| All | +458.4% | -99.1% | +557.5% | +415.7% |
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 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