+115.8%
MRVL vs MLM
+27.9%
+87.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.5% | +7.0% | +7.6% |
| 7D | -9.8% | -3.8% | -6.0% | -6.7% |
| 30D | -43.8% | +11.0% | -54.8% | -48.7% |
| 3M | -29.3% | -3.1% | -26.2% | -28.5% |
| 6M | -9.1% | -9.8% | +0.7% | -5.1% |
| YTD | +82.2% | -14.4% | +96.6% | +96.1% |
| 1Y | +70.3% | -12.6% | +82.9% | +79.8% |
| 3Y | +197.0% | +19.7% | +177.3% | +119.8% |
| 5Y | +115.8% | +29.8% | +86.0% | +40.7% |
| All | +115.8% | +27.9% | +87.8% | +40.7% |
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