+25.7%
MLM vs USFR
+21.3%
+4.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -1.8% |
| 7D | -4.1% | +0.1% | -4.2% | -4.1% |
| 30D | +8.2% | +0.4% | +7.8% | +8.2% |
| 3M | -3.6% | +1.1% | -4.6% | -3.4% |
| 6M | -15.6% | +2.1% | -17.6% | -15.0% |
| YTD | -16.4% | +3.4% | -19.8% | -15.6% |
| 1Y | -14.3% | +4.1% | -18.5% | -13.4% |
| 3Y | +19.3% | +14.4% | +4.9% | +24.7% |
| All | +25.7% | +21.3% | +4.4% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling