+181.2%
MLM vs USFR
+28.5%
+152.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -1.9% |
| 7D | -4.1% | +0.1% | -4.2% | -4.2% |
| 30D | +8.2% | +0.4% | +7.8% | +7.6% |
| 3M | -3.6% | +1.1% | -4.6% | -4.9% |
| 6M | -15.6% | +2.1% | -17.6% | -17.8% |
| YTD | -16.4% | +3.4% | -19.8% | -20.1% |
| 1Y | -14.3% | +4.1% | -18.5% | -18.8% |
| 3Y | +19.3% | +14.4% | +4.9% | -0.7% |
| 5Y | +29.6% | +21.3% | +8.2% | -0.9% |
| All | +181.2% | +28.5% | +152.8% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling