+104.9%
MMM vs MLM
+15.1%
+89.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | -3.3% | -2.9% | -0.4% | -2.1% |
| 30D | -7.0% | -6.8% | -0.2% | -4.2% |
| 3M | +10.8% | -11.2% | +22.1% | +16.3% |
| 6M | +5.8% | -21.8% | +27.6% | +17.6% |
| YTD | +6.8% | -17.0% | +23.7% | +15.0% |
| 1Y | +10.4% | -16.4% | +26.8% | +18.2% |
| All | +104.9% | +15.1% | +89.7% | +86.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling