+43.5%
MLM vs GFI
+508.7%
-465.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.3% |
| 7D | -2.9% | +3.1% | -6.0% | -3.2% |
| 30D | -6.8% | +27.1% | -33.9% | -8.7% |
| 3M | -11.2% | +21.2% | -32.4% | -12.9% |
| 6M | -21.8% | -4.5% | -17.3% | -22.2% |
| YTD | -17.0% | +11.7% | -28.7% | -18.3% |
| 1Y | -16.4% | +46.0% | -62.4% | -19.4% |
| 3Y | +14.5% | +309.6% | -295.1% | +1.2% |
| All | +43.5% | +508.7% | -465.2% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling