+130.2%
MP vs MLM
+27.5%
+102.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.4% | -7.4% | -6.2% |
| 7D | -12.5% | +9.1% | -21.7% | -16.4% |
| 30D | -23.3% | +14.6% | -38.0% | -28.6% |
| 3M | -24.4% | +0.3% | -24.6% | -24.7% |
| 6M | -45.8% | -7.5% | -38.3% | -44.4% |
| YTD | -28.9% | -10.2% | -18.7% | -26.8% |
| 1Y | -34.6% | -10.5% | -24.1% | -32.5% |
| All | +130.2% | +27.5% | +102.7% | +72.1% |
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