+445.3%
MP vs MLM
+156.6%
+288.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.2% | +0.6% |
| 7D | -2.9% | -2.9% | +0.1% | -0.9% |
| 30D | +13.8% | -6.8% | +20.6% | +19.6% |
| 3M | -16.7% | -11.2% | -5.5% | -11.1% |
| 6M | -11.5% | -21.8% | +10.3% | +3.2% |
| YTD | +7.9% | -17.0% | +24.9% | +19.2% |
| 1Y | -15.0% | -16.4% | +1.3% | -6.5% |
| 3Y | +153.5% | +14.5% | +139.0% | +111.5% |
| 5Y | +58.7% | +41.7% | +16.9% | +11.8% |
| All | +445.3% | +156.6% | +288.7% | +190.8% |
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 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