+301.2%
MLM vs GDDY
+470.6%
-169.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.3% |
| 3M | -5.6% | +13.6% | -19.1% | -9.2% |
| 6M | -10.7% | +33.7% | -44.3% | -18.4% |
| YTD | -17.2% | -8.0% | -9.1% | -17.7% |
| 1Y | -14.2% | -12.9% | -1.3% | -13.6% |
| 3Y | +15.6% | +29.3% | -13.7% | +3.0% |
| 5Y | +26.2% | +60.8% | -34.6% | +5.1% |
| 10Y | +140.6% | +244.4% | -103.8% | +69.4% |
| All | +301.2% | +470.6% | -169.4% | +178.6% |
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