-14.2%
MLM vs GEN
+14.8%
-29.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.0% |
| 7D | -0.9% | +2.0% | -2.9% | -1.2% |
| 30D | +9.0% | +27.7% | -18.7% | +5.8% |
| 3M | -5.6% | +3.3% | -8.8% | -6.8% |
| 6M | -10.7% | +31.8% | -42.5% | -13.0% |
| YTD | -17.2% | +13.5% | -30.7% | -14.3% |
| 1Y | -14.2% | +16.0% | -30.3% | -12.2% |
| All | -14.2% | +14.8% | -29.1% | -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