+3,070.5%
MLM vs GAP
+603.2%
+2,467.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.7% | +1.0% |
| 7D | -2.9% | -4.5% | +1.6% | -2.0% |
| 30D | -6.8% | +9.0% | -15.9% | -8.8% |
| 3M | -11.2% | +5.0% | -16.2% | -12.4% |
| 6M | -21.8% | -17.8% | -4.0% | -19.4% |
| YTD | -17.0% | -10.4% | -6.6% | -16.1% |
| 1Y | -16.4% | -3.4% | -13.0% | -17.4% |
| 3Y | +14.5% | +111.5% | -97.0% | -12.1% |
| 5Y | +41.7% | +8.8% | +32.9% | +19.5% |
| 10Y | +200.0% | +32.9% | +167.1% | +110.9% |
| All | +3,070.5% | +603.2% | +2,467.3% | +1,548.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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