-14.3%
MLM vs JAAA
+4.8%
-19.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -2.1% |
| 7D | -4.1% | +0.2% | -4.3% | -5.3% |
| 30D | +8.2% | +0.4% | +7.7% | +4.6% |
| 3M | -3.6% | +1.2% | -4.8% | -12.0% |
| 6M | -15.6% | +2.3% | -17.9% | -29.1% |
| YTD | -16.4% | +3.9% | -20.3% | -36.6% |
| 1Y | -14.3% | +4.8% | -19.2% | -38.9% |
| All | -14.3% | +4.8% | -19.1% | -38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling