+135.5%
MO vs MLM
+167.5%
-31.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.9% |
| 7D | -1.8% | -3.8% | +2.1% | -1.0% |
| 30D | +5.8% | +11.0% | -5.2% | +3.5% |
| 3M | +12.7% | -3.1% | +15.7% | +13.2% |
| 6M | +14.8% | -9.8% | +24.5% | +16.7% |
| YTD | +37.8% | -14.4% | +52.2% | +41.1% |
| 1Y | +39.5% | -12.6% | +52.0% | +42.1% |
| 3Y | +136.1% | +19.7% | +116.3% | +120.0% |
| 5Y | +148.5% | +29.8% | +118.8% | +122.9% |
| 10Y | +135.5% | +153.5% | -18.0% | +67.3% |
| All | +135.5% | +167.5% | -31.9% | +67.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling