+15.1%
MMM vs MLM
-14.5%
+29.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.6% |
| 7D | +6.2% | -4.1% | +10.3% | +8.3% |
| 30D | +14.2% | +8.2% | +6.0% | +10.9% |
| 3M | +2.9% | -3.6% | +6.5% | +4.6% |
| 6M | +27.6% | -15.6% | +43.1% | +37.4% |
| YTD | +17.3% | -16.4% | +33.7% | +25.6% |
| 1Y | +15.1% | -14.3% | +29.4% | +22.0% |
| All | +15.1% | -14.5% | +29.6% | +22.0% |
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