-13.1%
MLM vs GEN
+20.3%
-33.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.9% | -4.2% | -5.0% |
| 7D | -1.2% | +8.5% | -9.7% | -2.3% |
| 30D | +7.9% | +34.2% | -26.3% | +4.2% |
| 3M | -4.5% | +10.0% | -14.4% | -6.2% |
| 6M | -12.6% | +56.8% | -69.4% | -16.3% |
| YTD | -14.9% | +14.2% | -29.1% | -12.0% |
| 1Y | -13.1% | +20.8% | -33.9% | -12.2% |
| All | -13.1% | +20.3% | -33.4% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling