+302.1%
MLM vs GDDY
+406.5%
-104.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.4% | +1.7% |
| 7D | -2.9% | +3.7% | -6.6% | -3.8% |
| 30D | -6.8% | +10.4% | -17.2% | -9.3% |
| 3M | -11.2% | +19.4% | -30.6% | -15.9% |
| 6M | -21.8% | +14.3% | -36.1% | -25.8% |
| YTD | -17.0% | -18.4% | +1.4% | -14.6% |
| 1Y | -16.4% | -30.1% | +13.7% | -10.6% |
| 3Y | +14.5% | +39.4% | -25.0% | 0.0% |
| 5Y | +41.7% | +35.2% | +6.6% | +23.5% |
| 10Y | +200.0% | +210.0% | -10.0% | +118.1% |
| All | +302.1% | +406.5% | -104.4% | +189.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling