+618.2%
MLM vs FIVE
+826.1%
-207.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.3% | -0.9% | -4.2% |
| 7D | -1.2% | -1.7% | +0.5% | -0.8% |
| 30D | +7.9% | +14.9% | -7.0% | +4.6% |
| 3M | -4.5% | +7.6% | -12.1% | -6.3% |
| 6M | -12.6% | +6.4% | -19.1% | -14.6% |
| YTD | -14.9% | +28.1% | -43.0% | -20.5% |
| 1Y | -13.1% | +54.7% | -67.8% | -22.3% |
| 3Y | +21.2% | +36.1% | -14.8% | +4.9% |
| 5Y | +32.0% | +14.9% | +17.1% | +15.4% |
| 10Y | +195.3% | +578.8% | -383.5% | +68.1% |
| All | +618.2% | +826.1% | -207.9% | +284.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling