+259.1%
MP vs MLM
+177.4%
+81.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.4% | -7.4% | -6.7% |
| 7D | -12.5% | +9.1% | -21.7% | -17.8% |
| 30D | -23.3% | +14.6% | -38.0% | -30.4% |
| 3M | -24.4% | +0.3% | -24.6% | -24.7% |
| 6M | -45.8% | -7.5% | -38.3% | -43.9% |
| YTD | -28.9% | -10.2% | -18.7% | -25.8% |
| 1Y | -34.6% | -10.5% | -24.1% | -31.6% |
| 3Y | +118.7% | +27.8% | +90.9% | +69.2% |
| 5Y | -3.1% | +38.9% | -42.0% | -31.9% |
| All | +259.1% | +177.4% | +81.7% | +80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling