+138.8%
MLM vs GDDY
+243.9%
-105.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.1% |
| 7D | -0.9% | -0.2% | -0.6% | -0.9% |
| 30D | +9.0% | +10.4% | -1.4% | +5.9% |
| 3M | -5.6% | +13.6% | -19.1% | -9.7% |
| 6M | -10.7% | +33.7% | -44.3% | -19.6% |
| YTD | -17.2% | -8.0% | -9.1% | -17.6% |
| 1Y | -14.2% | -12.9% | -1.3% | -13.3% |
| 3Y | +15.6% | +29.3% | -13.7% | 0.0% |
| 5Y | +26.2% | +60.8% | -34.6% | 0.0% |
| All | +138.8% | +243.9% | -105.2% | +39.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling