+108.2%
MLM vs JAAA
+29.3%
+79.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.1% | +1.1% |
| 7D | -2.9% | +0.2% | -3.1% | -3.1% |
| 30D | -6.8% | +0.5% | -7.4% | -7.3% |
| 3M | -11.2% | +1.3% | -12.5% | -12.4% |
| 6M | -21.8% | +2.7% | -24.5% | -23.9% |
| YTD | -17.0% | +3.2% | -20.2% | -19.5% |
| 1Y | -16.4% | +4.9% | -21.3% | -20.1% |
| 3Y | +14.5% | +19.0% | -4.5% | +4.5% |
| 5Y | +41.7% | +26.8% | +14.9% | +26.5% |
| All | +108.2% | +29.3% | +79.0% | +75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling