-10.5%
MLM vs RUN
-53.7%
+43.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.2% |
| 7D | +9.1% | +18.5% | -9.3% | +6.9% |
| 30D | +14.6% | +15.5% | -0.9% | +12.4% |
| 3M | +0.3% | -20.3% | +20.6% | +2.2% |
| 6M | -7.5% | -30.8% | +23.3% | -4.9% |
| YTD | -10.2% | -52.2% | +42.0% | -6.5% |
| 1Y | -10.5% | -53.9% | +43.4% | -6.9% |
| All | -10.5% | -53.7% | +43.3% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling