+19.3%
MLM vs MKTX
-22.1%
+41.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -1.8% |
| 7D | -4.1% | +0.2% | -4.3% | -4.1% |
| 30D | +8.2% | +0.9% | +7.3% | +8.2% |
| 3M | -3.6% | +2.3% | -5.9% | -3.6% |
| 6M | -15.6% | +12.4% | -28.0% | -15.0% |
| YTD | -16.4% | -7.3% | -9.1% | -14.5% |
| 1Y | -14.3% | +1.8% | -16.2% | -13.1% |
| 3Y | +19.3% | -21.2% | +40.5% | +24.2% |
| All | +19.3% | -22.1% | +41.5% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling