+83.0%
MMM vs MLM
+167.5%
-84.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +1.0% |
| 7D | +5.8% | -3.8% | +9.6% | +7.3% |
| 30D | +17.9% | +11.0% | +6.9% | +13.6% |
| 3M | +3.6% | -3.1% | +6.6% | +4.6% |
| 6M | +32.9% | -9.8% | +42.7% | +37.2% |
| YTD | +19.5% | -14.4% | +33.8% | +25.5% |
| 1Y | +16.5% | -12.6% | +29.1% | +21.4% |
| 3Y | +167.2% | +19.7% | +147.4% | +147.5% |
| 5Y | +48.2% | +29.8% | +18.5% | +31.2% |
| 10Y | +83.0% | +153.5% | -70.5% | +22.3% |
| All | +83.0% | +167.5% | -84.4% | +22.3% |
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