+792.8%
MOD vs MLM
+40.7%
+752.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +2.4% | -23.8% | -23.4% |
| 7D | -31.3% | +9.1% | -40.5% | -36.9% |
| 30D | -46.1% | +14.6% | -60.8% | -52.7% |
| 3M | -51.1% | +0.3% | -51.4% | -52.1% |
| 6M | -62.1% | -7.5% | -54.6% | -60.7% |
| YTD | -26.2% | -10.2% | -15.9% | -21.1% |
| 1Y | -32.6% | -10.5% | -22.1% | -27.4% |
| 3Y | +133.8% | +27.8% | +106.0% | +89.2% |
| 5Y | +792.8% | +38.9% | +753.8% | +546.7% |
| All | +792.8% | +40.7% | +752.1% | +546.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling