+206.2%
MLM vs MKTX
+6.7%
+199.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.4% | +0.4% | +1.0% | +1.3% |
| 30D | -6.5% | +1.0% | -7.5% | -6.7% |
| 3M | -7.4% | +41.3% | -48.7% | -14.2% |
| 6M | -15.8% | -11.3% | -4.5% | -14.2% |
| YTD | -17.4% | -8.6% | -8.9% | -16.5% |
| 1Y | -17.9% | -11.1% | -6.8% | -16.6% |
| 3Y | +18.9% | -24.5% | +43.4% | +21.9% |
| 5Y | +43.4% | -61.4% | +104.9% | +66.3% |
| 10Y | +206.2% | +6.8% | +199.4% | +151.3% |
| All | +206.2% | +6.7% | +199.5% | +151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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