+145.5%
MLM vs USFR
+28.5%
+117.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -5.8% | +0.1% | -5.9% | -5.9% |
| 30D | +9.8% | +0.4% | +9.5% | +9.3% |
| 3M | -5.2% | +1.1% | -6.3% | -6.5% |
| 6M | -10.3% | +2.1% | -12.3% | -12.7% |
| YTD | -15.5% | +3.4% | -18.9% | -19.2% |
| 1Y | -15.0% | +4.1% | -19.1% | -19.5% |
| 3Y | +17.5% | +14.4% | +3.1% | -2.6% |
| 5Y | +30.5% | +21.4% | +9.1% | -0.7% |
| 10Y | +145.5% | +28.5% | +117.0% | +81.5% |
| All | +145.5% | +28.5% | +117.0% | +81.5% |
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