+18.1%
MLM vs LUMN
+385.3%
-367.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.4% |
| 7D | -0.9% | +2.5% | -3.4% | -1.0% |
| 30D | -6.1% | +10.3% | -16.4% | -6.4% |
| 3M | -9.7% | -18.3% | +8.6% | -9.1% |
| 6M | -14.4% | +4.4% | -18.8% | -14.7% |
| YTD | -17.7% | -10.7% | -7.1% | -17.9% |
| 1Y | -18.7% | +14.0% | -32.7% | -19.7% |
| 3Y | +18.1% | +406.6% | -388.4% | +15.3% |
| All | +18.1% | +385.3% | -367.2% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling