+145.5%
MLM vs RUN
+74.1%
+71.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -1.2% |
| 7D | -5.8% | +3.2% | -9.0% | -6.4% |
| 30D | +9.8% | +19.5% | -9.7% | +7.3% |
| 3M | -5.2% | -9.6% | +4.4% | -4.7% |
| 6M | -10.3% | -37.3% | +27.0% | -6.7% |
| YTD | -15.5% | -50.7% | +35.2% | -11.4% |
| 1Y | -15.0% | -54.1% | +39.0% | -10.5% |
| 3Y | +17.5% | -3.9% | +21.4% | -2.8% |
| 5Y | +30.5% | -84.4% | +114.9% | +31.8% |
| 10Y | +145.5% | +77.5% | +68.0% | +40.7% |
| All | +145.5% | +74.1% | +71.4% | +40.7% |
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