+3,327.9%
MLM vs M
+363.2%
+2,964.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.6% | -5.3% | +0.4% |
| 7D | +9.1% | +8.3% | +0.9% | +6.9% |
| 30D | +14.6% | +14.2% | +0.5% | +10.8% |
| 3M | +0.3% | -1.1% | +1.4% | +0.3% |
| 6M | -7.5% | +36.6% | -44.1% | -15.2% |
| YTD | -10.2% | +19.8% | -30.0% | -15.4% |
| 1Y | -10.5% | +37.2% | -47.7% | -18.8% |
| 3Y | +27.8% | +124.5% | -96.7% | -4.8% |
| 5Y | +38.9% | +1.5% | +37.4% | +19.0% |
| 10Y | +211.4% | +7.8% | +203.6% | +110.3% |
| All | +3,327.9% | +363.2% | +2,964.7% | +1,282.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling