+18.5%
MLM vs GEN
+58.9%
-40.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.5% |
| 7D | -2.9% | -1.2% | -1.7% | -2.7% |
| 30D | -6.8% | +10.1% | -17.0% | -8.5% |
| 3M | -11.2% | +16.1% | -27.3% | -13.7% |
| 6M | -21.8% | +38.9% | -60.7% | -26.7% |
| YTD | -17.0% | +14.4% | -31.4% | -18.5% |
| 1Y | -16.4% | +5.9% | -22.2% | -16.4% |
| All | +18.5% | +58.9% | -40.4% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling