+140.5%
MLM vs MKTX
+12.8%
+127.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -2.0% | +0.2% | -2.2% | -2.0% |
| 30D | +9.5% | +0.9% | +8.6% | +9.3% |
| 3M | -4.7% | +2.5% | -7.3% | -5.1% |
| 6M | -10.7% | +18.6% | -29.3% | -14.2% |
| YTD | -16.6% | -7.1% | -9.5% | -15.9% |
| 1Y | -15.4% | -0.3% | -15.0% | -16.0% |
| 3Y | +15.9% | -22.3% | +38.2% | +18.5% |
| 5Y | +27.1% | -54.5% | +81.7% | +42.4% |
| All | +140.5% | +12.8% | +127.7% | +109.7% |
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