-10.5%
MLM vs GDDY
-11.8%
+1.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.3% | -1.9% | +2.0% |
| 7D | +9.1% | +11.1% | -1.9% | +8.1% |
| 30D | +14.6% | +18.6% | -4.0% | +12.9% |
| 3M | +0.3% | +32.8% | -32.5% | -2.6% |
| 6M | -7.5% | +34.0% | -41.5% | -10.1% |
| YTD | -10.2% | -4.6% | -5.6% | -7.4% |
| 1Y | -10.5% | -12.5% | +2.0% | -3.9% |
| All | -10.5% | -11.8% | +1.3% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 1y: compounded portfolio wealth divided by compounded GDDY 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…
1y analysis · Full analysis span regression · 6 months rolling