+205.1%
MLM vs LUMN
-55.8%
+260.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.3% |
| 7D | -0.9% | +2.5% | -3.4% | -1.1% |
| 30D | -6.1% | +10.3% | -16.4% | -6.9% |
| 3M | -9.7% | -18.3% | +8.6% | -8.4% |
| 6M | -14.4% | +4.4% | -18.8% | -15.3% |
| YTD | -17.7% | -10.7% | -7.1% | -18.2% |
| 1Y | -18.7% | +14.0% | -32.7% | -21.6% |
| 3Y | +18.1% | +406.6% | -388.4% | -12.9% |
| 5Y | +42.3% | -36.8% | +79.1% | +48.8% |
| All | +205.1% | -55.8% | +260.9% | +190.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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