+852.0%
MOD vs MLM
+190.7%
+661.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -5.2% | -2.1% | -3.6% |
| 7D | -34.2% | -1.2% | -32.9% | -34.0% |
| 30D | -51.9% | +7.9% | -59.8% | -55.0% |
| 3M | -53.0% | -4.5% | -48.6% | -52.3% |
| 6M | -66.4% | -12.6% | -53.7% | -63.9% |
| YTD | -31.5% | -14.9% | -16.7% | -24.8% |
| 1Y | -39.6% | -13.1% | -26.5% | -34.3% |
| 3Y | +116.8% | +21.2% | +95.6% | +90.7% |
| 5Y | +713.8% | +32.0% | +681.8% | +570.3% |
| All | +852.0% | +190.7% | +661.2% | +392.5% |
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