+206.1%
MLM vs M
-2.2%
+208.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.4% | +0.6% |
| 7D | -2.9% | +4.7% | -7.6% | -3.8% |
| 30D | -6.8% | -9.6% | +2.8% | -4.9% |
| 3M | -11.2% | +0.9% | -12.1% | -11.5% |
| 6M | -21.8% | +22.3% | -44.1% | -25.2% |
| YTD | -17.0% | +6.5% | -23.5% | -18.7% |
| 1Y | -16.4% | +38.8% | -55.1% | -22.7% |
| 3Y | +14.5% | +115.9% | -101.4% | -8.6% |
| 5Y | +41.7% | +28.6% | +13.1% | +19.4% |
| All | +206.1% | -2.2% | +208.3% | +103.3% |
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