+3,091.3%
MLM vs GFI
+640.8%
+2,450.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.4% | -2.1% |
| 7D | -4.1% | +19.0% | -23.1% | -5.3% |
| 30D | +8.2% | +11.8% | -3.6% | +7.2% |
| 3M | -3.6% | +7.3% | -10.9% | -4.3% |
| 6M | -15.6% | -13.3% | -2.3% | -15.1% |
| YTD | -16.4% | -5.6% | -10.9% | -16.9% |
| 1Y | -14.3% | +9.2% | -23.6% | -15.7% |
| 3Y | +19.3% | +213.7% | -194.4% | +7.2% |
| 5Y | +29.6% | +395.5% | -365.9% | +10.7% |
| 10Y | +189.9% | +1,132.8% | -942.9% | +120.5% |
| All | +3,091.3% | +640.8% | +2,450.6% | +2,141.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling