+1,241.6%
MLM vs MKTX
+1,467.1%
-225.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -1.8% |
| 7D | -4.1% | +0.2% | -4.3% | -4.2% |
| 30D | +8.2% | +0.9% | +7.3% | +7.9% |
| 3M | -3.6% | +2.3% | -5.9% | -4.1% |
| 6M | -15.6% | +12.4% | -28.0% | -19.4% |
| YTD | -16.4% | -7.3% | -9.1% | -16.5% |
| 1Y | -14.3% | +1.8% | -16.2% | -16.6% |
| 3Y | +19.3% | -21.2% | +40.5% | +20.7% |
| 5Y | +29.6% | -54.6% | +84.1% | +47.7% |
| 10Y | +189.9% | +21.5% | +168.5% | +138.6% |
| All | +1,241.6% | +1,467.1% | -225.5% | +339.7% |
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 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