+18.5%
MLM vs S
+16.9%
+1.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | -2.9% | -7.7% | +4.8% | -2.1% |
| 30D | -6.8% | -5.3% | -1.5% | -6.5% |
| 3M | -11.2% | +20.3% | -31.5% | -13.4% |
| 6M | -21.8% | +47.4% | -69.2% | -26.4% |
| YTD | -17.0% | +32.5% | -49.5% | -20.9% |
| 1Y | -16.4% | +9.5% | -25.9% | -18.3% |
| All | +18.5% | +16.9% | +1.6% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling