+19.7%
MLM vs RUN
-8.5%
+28.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +4.9% | +2.6% |
| 7D | -3.8% | +18.1% | -21.9% | -4.6% |
| 30D | +11.0% | +27.5% | -16.5% | +9.7% |
| 3M | -3.1% | -4.5% | +1.5% | -3.1% |
| 6M | -9.8% | -33.3% | +23.5% | -8.8% |
| YTD | -14.4% | -47.1% | +32.7% | -13.2% |
| 1Y | -12.6% | -43.1% | +30.6% | -11.6% |
| 3Y | +19.7% | -3.0% | +22.7% | +14.5% |
| All | +19.7% | -8.5% | +28.2% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling