+21.5%
MLM vs GEN
+84.3%
-62.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.9% | -4.2% | -5.0% |
| 7D | -1.2% | +8.5% | -9.7% | -2.7% |
| 30D | +7.9% | +34.2% | -26.3% | +2.3% |
| 3M | -4.5% | +10.0% | -14.4% | -6.6% |
| 6M | -12.6% | +56.8% | -69.4% | -20.4% |
| YTD | -14.9% | +14.2% | -29.1% | -16.7% |
| 1Y | -13.1% | +20.8% | -33.9% | -16.2% |
| All | +21.5% | +84.3% | -62.7% | +6.1% |
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 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