+209.3%
MLM vs GFI
+1,023.9%
-814.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.7% |
| 7D | -2.7% | +4.7% | -7.4% | -3.0% |
| 30D | -8.3% | +14.4% | -22.8% | -9.1% |
| 3M | -12.0% | +32.5% | -44.5% | -13.6% |
| 6M | -17.6% | -7.2% | -10.5% | -17.7% |
| YTD | -18.9% | +10.9% | -29.7% | -19.9% |
| 1Y | -17.6% | +35.5% | -53.1% | -19.8% |
| 3Y | +16.8% | +312.1% | -295.3% | +5.9% |
| 5Y | +41.0% | +524.6% | -483.6% | +23.5% |
| 10Y | +209.3% | +1,092.7% | -883.4% | +175.0% |
| All | +209.3% | +1,023.9% | -814.6% | +175.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling