+237.9%
MLM vs RUN
-24.4%
+262.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +12.3% | -17.4% | -6.4% |
| 7D | -1.2% | +30.0% | -31.3% | -3.9% |
| 30D | +7.9% | +27.0% | -19.1% | +5.1% |
| 3M | -4.5% | -5.9% | +1.4% | -4.4% |
| 6M | -12.6% | -26.7% | +14.0% | -10.9% |
| YTD | -14.9% | -46.4% | +31.5% | -11.8% |
| 1Y | -13.1% | -52.1% | +39.0% | -9.3% |
| 3Y | +21.2% | -8.9% | +30.2% | +4.1% |
| 5Y | +32.0% | -82.4% | +114.4% | +30.3% |
| 10Y | +195.3% | +109.6% | +85.8% | +107.6% |
| All | +237.9% | -24.4% | +262.3% | +144.1% |
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 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