+113.7%
MLM vs JAAA
+30.2%
+83.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | -2.9% | +0.1% | -2.9% | -2.9% |
| 30D | +10.4% | +0.4% | +10.0% | +9.9% |
| 3M | -3.7% | +1.2% | -4.9% | -4.9% |
| 6M | -10.3% | +2.3% | -12.6% | -12.4% |
| YTD | -14.8% | +3.9% | -18.7% | -18.0% |
| 1Y | -13.9% | +4.8% | -18.7% | -17.7% |
| 3Y | +18.4% | +18.5% | -0.1% | +7.5% |
| 5Y | +31.8% | +27.5% | +4.3% | +17.0% |
| All | +113.7% | +30.2% | +83.4% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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