+145.5%
MLM vs GEN
+156.5%
-11.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.2% |
| 7D | -5.8% | -0.8% | -5.0% | -5.7% |
| 30D | +9.8% | +31.2% | -21.4% | +3.2% |
| 3M | -5.2% | +6.1% | -11.2% | -7.0% |
| 6M | -10.3% | +38.1% | -48.4% | -17.5% |
| YTD | -15.5% | +14.4% | -29.8% | -19.2% |
| 1Y | -15.0% | +15.1% | -30.2% | -19.0% |
| 3Y | +17.5% | +68.5% | -51.0% | +1.0% |
| 5Y | +30.5% | +35.8% | -5.3% | +16.3% |
| 10Y | +145.5% | +155.4% | -9.9% | +75.1% |
| All | +145.5% | +156.5% | -11.0% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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