+31.8%
MLM vs RUN
-84.0%
+115.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -10.6% | +10.1% | +0.3% |
| 7D | -2.9% | +0.3% | -3.2% | -3.1% |
| 30D | +10.4% | +14.0% | -3.6% | +9.0% |
| 3M | -3.7% | -11.8% | +8.0% | -3.2% |
| 6M | -10.3% | -40.4% | +30.1% | -7.4% |
| YTD | -14.8% | -52.7% | +37.9% | -11.6% |
| 1Y | -13.9% | -52.5% | +38.7% | -10.8% |
| 3Y | +18.4% | -7.7% | +26.1% | +2.4% |
| 5Y | +31.8% | -83.9% | +115.7% | +34.1% |
| All | +31.8% | -84.0% | +115.8% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling