-38.6%
MP vs MLM
-14.6%
-24.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.2% | -0.9% | -4.1% |
| 7D | -19.0% | -1.2% | -17.7% | -18.6% |
| 30D | -30.5% | +7.9% | -38.4% | -32.6% |
| 3M | -29.6% | -4.5% | -25.1% | -28.8% |
| 6M | -50.4% | -12.6% | -37.8% | -48.6% |
| YTD | -33.2% | -14.9% | -18.3% | -33.7% |
| 1Y | -38.6% | -13.1% | -25.5% | -40.3% |
| All | -38.6% | -14.6% | -24.0% | -40.3% |
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