+1,530.3%
MOD vs MLM
+41.9%
+1,488.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.3% |
| 7D | +9.6% | -2.9% | +12.5% | +12.1% |
| 30D | 0.0% | -6.8% | +6.9% | +6.0% |
| 3M | -35.4% | -11.2% | -24.1% | -29.8% |
| 6M | -7.3% | -21.8% | +14.6% | +13.5% |
| YTD | +45.8% | -17.0% | +62.8% | +68.8% |
| 1Y | +43.1% | -16.4% | +59.5% | +64.7% |
| 3Y | +297.7% | +14.5% | +283.2% | +262.6% |
| All | +1,530.3% | +41.9% | +1,488.4% | +1,168.2% |
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