-18.1%
MLM vs GDDY
-35.4%
+17.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -0.4% |
| 7D | -1.3% | -7.0% | +5.7% | -0.6% |
| 30D | -9.1% | +6.2% | -15.3% | -9.9% |
| 3M | -9.0% | +20.0% | -29.0% | -10.6% |
| 6M | -17.0% | +6.8% | -23.9% | -17.6% |
| YTD | -19.0% | -22.3% | +3.4% | -13.7% |
| 1Y | -18.1% | -33.5% | +15.5% | -7.7% |
| All | -18.1% | -35.4% | +17.4% | -7.7% |
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