-7.8%
MP vs MLM
+30.6%
-38.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.2% | -0.9% | -2.4% |
| 7D | -19.0% | -1.2% | -17.7% | -18.4% |
| 30D | -30.5% | +7.9% | -38.4% | -34.4% |
| 3M | -29.6% | -4.5% | -25.1% | -27.4% |
| 6M | -50.4% | -12.6% | -37.8% | -46.5% |
| YTD | -33.2% | -14.9% | -18.3% | -27.5% |
| 1Y | -38.6% | -13.1% | -25.5% | -34.5% |
| 3Y | +105.5% | +21.2% | +84.3% | +56.1% |
| 5Y | -7.8% | +32.0% | -39.8% | -35.7% |
| All | -7.8% | +30.6% | -38.5% | -35.7% |
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