+3,600.5%
MLM vs MDY
+2,534.4%
+1,066.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.5% | -2.4% |
| 7D | -4.1% | -1.7% | -2.5% | -2.6% |
| 30D | +8.2% | -0.9% | +9.1% | +9.1% |
| 3M | -3.6% | -5.7% | +2.2% | +1.7% |
| 6M | -15.6% | -2.9% | -12.6% | -13.1% |
| YTD | -16.4% | +9.8% | -26.3% | -22.8% |
| 1Y | -14.3% | +13.5% | -27.8% | -23.1% |
| 3Y | +19.3% | +51.9% | -32.6% | -18.0% |
| 5Y | +29.6% | +32.0% | -2.5% | +1.2% |
| 10Y | +189.9% | +176.5% | +13.5% | +20.7% |
| All | +3,600.5% | +2,534.4% | +1,066.2% | +378.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling