+16.5%
MLM vs GDDY
+24.8%
-8.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.5% | -1.9% |
| 7D | -2.7% | -8.1% | +5.4% | -1.6% |
| 30D | -8.3% | +2.3% | -10.6% | -8.9% |
| 3M | -12.0% | +14.7% | -26.7% | -14.3% |
| 6M | -17.6% | +2.1% | -19.7% | -18.6% |
| YTD | -18.9% | -24.6% | +5.7% | -15.0% |
| 1Y | -17.6% | -37.1% | +19.5% | -10.5% |
| All | +16.5% | +24.8% | -8.3% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling