+451.6%
MLM vs USFR
+28.5%
+423.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.2% | -5.2% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | +7.9% | +0.4% | +7.5% | +7.7% |
| 3M | -4.5% | +1.1% | -5.5% | -4.9% |
| 6M | -12.6% | +2.0% | -14.7% | -13.5% |
| YTD | -14.9% | +3.4% | -18.3% | -16.2% |
| 1Y | -13.1% | +4.1% | -17.2% | -14.7% |
| 3Y | +21.2% | +14.4% | +6.8% | +13.7% |
| 5Y | +32.0% | +21.3% | +10.7% | +20.5% |
| 10Y | +195.3% | +28.4% | +166.9% | +164.8% |
| All | +451.6% | +28.5% | +423.1% | +397.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling