+19.3%
MLM vs MDY
+50.6%
-31.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.5% | -2.4% |
| 7D | -4.1% | -1.7% | -2.5% | -2.7% |
| 30D | +8.2% | -0.9% | +9.1% | +9.1% |
| 3M | -3.6% | -5.7% | +2.2% | +1.5% |
| 6M | -15.6% | -2.9% | -12.6% | -13.2% |
| YTD | -16.4% | +9.8% | -26.3% | -22.1% |
| 1Y | -14.3% | +13.5% | -27.8% | -22.2% |
| 3Y | +19.3% | +51.9% | -32.6% | -8.1% |
| All | +19.3% | +50.6% | -31.2% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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