-39.6%
MOD vs MLM
-14.6%
-25.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -5.2% | -2.1% | -4.3% |
| 7D | -34.2% | -1.2% | -32.9% | -34.0% |
| 30D | -51.9% | +7.9% | -59.8% | -54.8% |
| 3M | -53.0% | -4.5% | -48.6% | -51.5% |
| 6M | -66.4% | -12.6% | -53.7% | -62.6% |
| YTD | -31.5% | -14.9% | -16.7% | -28.8% |
| 1Y | -39.6% | -13.1% | -26.5% | -39.8% |
| All | -39.6% | -14.6% | -25.0% | -39.8% |
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 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