+143.4%
MLM vs RUN
+94.0%
+49.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -10.6% | +10.1% | +0.6% |
| 7D | -2.9% | +0.3% | -3.2% | -3.1% |
| 30D | +10.4% | +14.0% | -3.6% | +8.4% |
| 3M | -3.7% | -11.8% | +8.0% | -3.0% |
| 6M | -10.3% | -40.4% | +30.1% | -6.2% |
| YTD | -14.8% | -52.7% | +37.9% | -10.3% |
| 1Y | -13.9% | -52.5% | +38.7% | -9.6% |
| 3Y | +18.4% | -7.7% | +26.1% | -1.5% |
| 5Y | +31.8% | -83.9% | +115.7% | +31.9% |
| 10Y | +143.4% | +84.9% | +58.5% | +44.9% |
| All | +143.4% | +94.0% | +49.4% | +44.9% |
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 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