+181.2%
MLM vs M
-4.2%
+185.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -0.9% |
| 7D | -4.1% | -4.3% | +0.2% | -3.3% |
| 30D | +8.2% | +1.3% | +6.9% | +7.9% |
| 3M | -3.6% | -7.4% | +3.8% | -2.3% |
| 6M | -15.6% | +18.3% | -33.9% | -18.8% |
| YTD | -16.4% | +7.6% | -24.0% | -18.4% |
| 1Y | -14.3% | +17.4% | -31.7% | -18.0% |
| 3Y | +19.3% | +108.4% | -89.0% | -3.9% |
| 5Y | +29.6% | -10.6% | +40.2% | +18.9% |
| All | +181.2% | -4.2% | +185.4% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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