+30.7%
MNST vs MLM
-16.0%
+46.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.1% |
| 7D | +1.6% | -0.9% | +2.5% | +1.8% |
| 30D | +5.1% | +9.0% | -4.0% | +3.7% |
| 3M | -0.5% | -5.6% | +5.1% | +0.4% |
| 6M | +8.1% | -10.7% | +18.8% | +9.8% |
| YTD | +21.2% | -17.2% | +38.4% | +24.1% |
| 1Y | +30.7% | -14.2% | +44.9% | +33.9% |
| All | +30.7% | -16.0% | +46.7% | +33.9% |
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 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