+145.5%
MO vs MLM
+15.7%
+129.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +3.3% | -0.9% | +4.2% | +3.3% |
| 30D | +7.5% | +9.0% | -1.5% | +7.3% |
| 3M | +22.8% | -5.6% | +28.3% | +23.0% |
| 6M | +13.4% | -10.7% | +24.0% | +13.8% |
| YTD | +43.0% | -17.2% | +60.2% | +43.6% |
| 1Y | +45.2% | -14.2% | +59.5% | +45.8% |
| 3Y | +145.5% | +15.6% | +129.9% | +139.9% |
| All | +145.5% | +15.7% | +129.9% | +139.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling