+19.3%
MLM vs RUN
-8.7%
+28.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.9% |
| 7D | -4.1% | +33.4% | -37.5% | -5.4% |
| 30D | +8.2% | +31.1% | -23.0% | +6.7% |
| 3M | -3.6% | +6.4% | -10.0% | -4.0% |
| 6M | -15.6% | -22.2% | +6.7% | -15.1% |
| YTD | -16.4% | -45.8% | +29.3% | -15.4% |
| 1Y | -14.3% | -51.1% | +36.8% | -13.2% |
| 3Y | +19.3% | -3.0% | +22.3% | +13.8% |
| All | +19.3% | -8.7% | +28.0% | +13.8% |
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