+200.6%
MLM vs GDDY
+201.9%
-1.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -0.9% |
| 7D | -1.3% | -7.0% | +5.7% | +0.5% |
| 30D | -9.1% | +6.2% | -15.3% | -11.1% |
| 3M | -9.0% | +20.0% | -29.0% | -14.7% |
| 6M | -17.0% | +6.8% | -23.9% | -20.4% |
| YTD | -19.0% | -22.3% | +3.4% | -15.1% |
| 1Y | -18.1% | -33.5% | +15.5% | -10.2% |
| 3Y | +16.7% | +29.2% | -12.6% | +0.7% |
| 5Y | +40.2% | +28.1% | +12.2% | +19.6% |
| All | +200.6% | +201.9% | -1.3% | +99.8% |
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