+15.6%
MLM vs USFR
+14.4%
+1.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.8% |
| 7D | -0.9% | +0.1% | -0.9% | -1.0% |
| 30D | +9.0% | +0.4% | +8.7% | +8.1% |
| 3M | -5.6% | +1.1% | -6.6% | -7.6% |
| 6M | -10.7% | +2.0% | -12.7% | -13.4% |
| YTD | -17.2% | +3.5% | -20.6% | -21.7% |
| 1Y | -14.2% | +4.1% | -18.3% | -20.0% |
| 3Y | +15.6% | +14.4% | +1.3% | -21.9% |
| All | +15.6% | +14.4% | +1.3% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling