+21.5%
MLM vs M
+110.5%
-88.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.9% | +0.7% | -4.3% |
| 7D | -1.2% | -2.1% | +0.9% | -0.9% |
| 30D | +7.9% | +7.7% | +0.2% | +6.9% |
| 3M | -4.5% | -4.4% | -0.1% | -4.0% |
| 6M | -12.6% | +27.5% | -40.2% | -15.4% |
| YTD | -14.9% | +12.8% | -27.6% | -16.6% |
| 1Y | -13.1% | +20.7% | -33.8% | -15.5% |
| All | +21.5% | +110.5% | -88.9% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling