+153.5%
MLM vs USFR
+28.5%
+125.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -3.8% | +0.1% | -3.9% | -3.9% |
| 30D | +11.0% | +0.4% | +10.6% | +10.5% |
| 3M | -3.1% | +1.1% | -4.1% | -4.4% |
| 6M | -9.8% | +2.0% | -11.8% | -12.1% |
| YTD | -14.4% | +3.4% | -17.8% | -18.1% |
| 1Y | -12.6% | +4.1% | -16.6% | -17.2% |
| 3Y | +19.7% | +14.3% | +5.4% | -0.6% |
| 5Y | +29.8% | +21.3% | +8.5% | -1.1% |
| 10Y | +153.5% | +28.5% | +125.0% | +88.1% |
| All | +153.5% | +28.5% | +125.0% | +88.1% |
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