+3,151.0%
MLM vs GAP
+607.8%
+2,543.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.6% | +0.5% | -3.9% |
| 7D | -1.2% | -2.1% | +0.9% | -0.8% |
| 30D | +7.9% | -5.1% | +13.0% | +9.1% |
| 3M | -4.5% | +9.8% | -14.2% | -6.8% |
| 6M | -12.6% | -3.6% | -9.0% | -12.8% |
| YTD | -14.9% | -9.8% | -5.1% | -14.3% |
| 1Y | -13.1% | -1.5% | -11.6% | -14.3% |
| 3Y | +21.2% | +74.3% | -53.1% | -2.4% |
| 5Y | +32.0% | +9.9% | +22.1% | +11.1% |
| 10Y | +195.3% | +22.9% | +172.4% | +111.8% |
| All | +3,151.0% | +607.8% | +2,543.1% | +1,585.0% |
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