+328,238.1%
MNST vs MLM
+2,961.7%
+325,276.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.9% |
| 7D | -6.5% | -2.9% | -3.6% | -5.8% |
| 30D | -7.2% | -6.8% | -0.4% | -5.7% |
| 3M | -1.0% | -11.2% | +10.2% | +1.5% |
| 6M | +11.5% | -21.8% | +33.3% | +17.7% |
| YTD | +14.3% | -17.0% | +31.3% | +18.6% |
| 1Y | +38.1% | -16.4% | +54.5% | +42.8% |
| 3Y | +55.0% | +14.5% | +40.5% | +47.0% |
| 5Y | +79.6% | +41.7% | +37.9% | +60.6% |
| 10Y | +241.8% | +200.0% | +41.7% | +143.2% |
| All | +328,238.1% | +2,961.7% | +325,276.3% | +144,512.8% |
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