+2,012.5%
MMM vs MLM
+3,039.4%
-1,026.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.2% | +2.0% | -1.7% |
| 7D | +5.9% | -1.2% | +7.1% | +6.3% |
| 30D | +14.7% | +7.9% | +6.8% | +12.3% |
| 3M | +3.6% | -4.5% | +8.0% | +4.9% |
| 6M | +32.7% | -12.6% | +45.4% | +37.5% |
| YTD | +18.9% | -14.9% | +33.8% | +24.0% |
| 1Y | +16.4% | -13.1% | +29.5% | +20.5% |
| 3Y | +159.8% | +21.2% | +138.6% | +143.8% |
| 5Y | +47.2% | +32.0% | +15.2% | +33.3% |
| 10Y | +86.5% | +195.3% | -108.9% | +28.9% |
| All | +2,012.5% | +3,039.4% | -1,026.9% | +679.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling