+321.2%
MOD vs MLM
+15.1%
+306.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.2% |
| 7D | +9.6% | -2.9% | +12.5% | +12.5% |
| 30D | 0.0% | -6.8% | +6.9% | +6.8% |
| 3M | -35.4% | -11.2% | -24.1% | -29.1% |
| 6M | -7.3% | -21.8% | +14.6% | +17.4% |
| YTD | +45.8% | -17.0% | +62.8% | +71.5% |
| 1Y | +43.1% | -16.4% | +59.5% | +66.8% |
| All | +321.2% | +15.1% | +306.0% | +251.4% |
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