+138.8%
MLM vs RUN
+68.6%
+70.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | -0.9% | -13.5% | +12.7% | +0.6% |
| 30D | +9.0% | +18.3% | -9.3% | +6.6% |
| 3M | -5.6% | -12.5% | +6.9% | -4.8% |
| 6M | -10.7% | -40.3% | +29.6% | -6.7% |
| YTD | -17.2% | -53.1% | +35.9% | -12.7% |
| 1Y | -14.2% | -54.3% | +40.0% | -9.6% |
| 3Y | +15.6% | -6.5% | +22.1% | -4.2% |
| 5Y | +26.2% | -85.3% | +111.5% | +28.3% |
| All | +138.8% | +68.6% | +70.2% | +36.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling