+32.0%
MLM vs FIVE
+15.3%
+16.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.3% | -0.9% | -4.3% |
| 7D | -1.2% | -1.7% | +0.5% | -0.9% |
| 30D | +7.9% | +14.9% | -7.0% | +5.1% |
| 3M | -4.5% | +7.6% | -12.1% | -6.1% |
| 6M | -12.6% | +6.4% | -19.1% | -14.3% |
| YTD | -14.9% | +28.1% | -43.0% | -19.7% |
| 1Y | -13.1% | +54.7% | -67.8% | -21.0% |
| 3Y | +21.2% | +36.1% | -14.8% | +10.1% |
| 5Y | +32.0% | +14.9% | +17.1% | +21.9% |
| All | +32.0% | +15.3% | +16.7% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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