-15.0%
MLM vs S
+38.7%
-53.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.8% |
| 7D | -5.8% | +1.2% | -7.1% | -5.9% |
| 30D | +9.8% | -7.3% | +17.2% | +9.7% |
| 3M | -5.2% | +5.9% | -11.1% | -4.9% |
| 6M | -10.3% | +45.6% | -55.9% | -9.4% |
| YTD | -15.5% | +58.5% | -74.0% | -15.6% |
| 1Y | -15.0% | +37.6% | -52.7% | -14.8% |
| All | -15.0% | +38.7% | -53.7% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling