+1,274.8%
MLM vs MKTX
+1,467.9%
-193.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.4% | +2.5% |
| 7D | -3.8% | +0.1% | -4.0% | -3.9% |
| 30D | +11.0% | +0.7% | +10.3% | +10.8% |
| 3M | -3.1% | +2.4% | -5.5% | -3.6% |
| 6M | -9.8% | +13.5% | -23.2% | -14.0% |
| YTD | -14.4% | -7.2% | -7.1% | -14.4% |
| 1Y | -12.6% | +1.0% | -13.5% | -14.6% |
| 3Y | +19.7% | -23.7% | +43.5% | +22.2% |
| 5Y | +29.8% | -54.4% | +84.2% | +47.8% |
| 10Y | +153.5% | +13.2% | +140.3% | +112.4% |
| All | +1,274.8% | +1,467.9% | -193.1% | +350.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling