+76.3%
MMM vs MLM
+138.2%
-61.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | -0.4% | -0.9% | +0.5% | -0.1% |
| 30D | +12.1% | +9.0% | +3.1% | +8.8% |
| 3M | +1.4% | -5.6% | +7.0% | +3.4% |
| 6M | +26.6% | -10.7% | +37.3% | +31.1% |
| YTD | +16.8% | -17.2% | +34.0% | +24.2% |
| 1Y | +10.1% | -14.2% | +24.3% | +15.5% |
| 3Y | +158.4% | +15.6% | +142.8% | +142.5% |
| 5Y | +43.1% | +26.2% | +16.9% | +28.0% |
| All | +76.3% | +138.2% | -61.9% | +19.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling