+45.3%
MO vs MLM
-11.4%
+56.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +1.1% |
| 7D | +6.9% | +9.1% | -2.3% | +5.8% |
| 30D | +14.9% | +14.6% | +0.3% | +13.3% |
| 3M | +16.4% | +0.3% | +16.1% | +16.1% |
| 6M | +9.6% | -7.5% | +17.0% | +10.3% |
| YTD | +41.8% | -10.2% | +52.1% | +40.8% |
| 1Y | +45.3% | -10.5% | +55.8% | +44.3% |
| All | +45.3% | -11.4% | +56.7% | +44.3% |
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