+3,151.0%
MLM vs GEN
+4,753.5%
-1,602.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.9% | -4.2% | -5.0% |
| 7D | -1.2% | +8.5% | -9.7% | -2.5% |
| 30D | +7.9% | +34.2% | -26.3% | +2.9% |
| 3M | -4.5% | +10.0% | -14.4% | -6.3% |
| 6M | -12.6% | +56.8% | -69.4% | -19.4% |
| YTD | -14.9% | +14.2% | -29.1% | -17.6% |
| 1Y | -13.1% | +20.8% | -33.9% | -16.7% |
| 3Y | +21.2% | +84.1% | -62.8% | +7.9% |
| 5Y | +32.0% | +37.1% | -5.1% | +22.0% |
| 10Y | +195.3% | +171.5% | +23.9% | +138.2% |
| All | +3,151.0% | +4,753.5% | -1,602.6% | +1,787.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling