+15.6%
MLM vs RUN
-7.3%
+22.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | -0.9% | -13.5% | +12.7% | -0.3% |
| 30D | +9.0% | +18.3% | -9.3% | +8.0% |
| 3M | -5.6% | -12.5% | +6.9% | -5.3% |
| 6M | -10.7% | -40.3% | +29.6% | -9.3% |
| YTD | -17.2% | -53.1% | +35.9% | -15.7% |
| 1Y | -14.2% | -54.3% | +40.0% | -12.7% |
| 3Y | +15.6% | -6.5% | +22.1% | +11.5% |
| All | +15.6% | -7.3% | +22.9% | +11.5% |
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