+15.6%
MLM vs JAAA
+18.5%
-2.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.8% |
| 7D | -0.9% | +0.1% | -1.0% | -1.2% |
| 30D | +9.0% | +0.4% | +8.6% | +7.6% |
| 3M | -5.6% | +1.2% | -6.8% | -9.0% |
| 6M | -10.7% | +2.3% | -13.0% | -16.7% |
| YTD | -17.2% | +4.0% | -21.2% | -26.2% |
| 1Y | -14.2% | +4.8% | -19.0% | -25.1% |
| 3Y | +15.6% | +18.4% | -2.8% | -9.1% |
| All | +15.6% | +18.5% | -2.9% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling