+231.7%
MLM vs RUN
-23.6%
+255.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.9% |
| 7D | -4.1% | +33.4% | -37.5% | -7.0% |
| 30D | +8.2% | +31.1% | -23.0% | +5.0% |
| 3M | -3.6% | +6.4% | -10.0% | -4.6% |
| 6M | -15.6% | -22.2% | +6.7% | -14.3% |
| YTD | -16.4% | -45.8% | +29.3% | -13.5% |
| 1Y | -14.3% | -51.1% | +36.8% | -10.8% |
| 3Y | +19.3% | -3.0% | +22.3% | +1.7% |
| 5Y | +29.6% | -82.2% | +111.8% | +27.8% |
| 10Y | +189.9% | +111.9% | +78.0% | +103.6% |
| All | +231.7% | -23.6% | +255.3% | +139.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling