+113.5%
MLM vs JAAA
+30.1%
+83.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.2% | -5.2% |
| 7D | -1.2% | +0.2% | -1.4% | -1.4% |
| 30D | +7.9% | +0.4% | +7.5% | +7.5% |
| 3M | -4.5% | +1.2% | -5.6% | -5.6% |
| 6M | -12.6% | +2.3% | -15.0% | -14.7% |
| YTD | -14.9% | +3.9% | -18.7% | -18.0% |
| 1Y | -13.1% | +4.8% | -17.9% | -16.9% |
| 3Y | +21.2% | +18.7% | +2.6% | +10.1% |
| 5Y | +32.0% | +27.4% | +4.6% | +17.2% |
| All | +113.5% | +30.1% | +83.4% | +78.4% |
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