+23.0%
MMM vs MLM
-11.4%
+34.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.4% | +7.2% | +8.6% |
| 7D | +12.2% | +9.1% | +3.1% | +8.4% |
| 30D | +18.8% | +14.6% | +4.2% | +12.6% |
| 3M | +7.4% | +0.3% | +7.1% | +7.1% |
| 6M | +38.3% | -7.5% | +45.8% | +42.8% |
| YTD | +22.9% | -10.2% | +33.1% | +28.2% |
| 1Y | +23.0% | -10.5% | +33.5% | +28.7% |
| All | +23.0% | -11.4% | +34.4% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 1y: compounded portfolio wealth divided by compounded MLM 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…
1y analysis · Full analysis span regression · 6 months rolling