+96.9%
MRVL vs MLM
+23.5%
+73.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.6% | +7.1% |
| 7D | -28.1% | -4.1% | -24.0% | -25.8% |
| 30D | -50.4% | +8.2% | -58.6% | -53.9% |
| 3M | -32.9% | -3.6% | -29.3% | -32.0% |
| 6M | -17.9% | -15.6% | -2.4% | -9.5% |
| YTD | +66.4% | -16.4% | +82.9% | +82.2% |
| 1Y | +51.5% | -14.3% | +65.9% | +62.1% |
| 3Y | +177.9% | +19.3% | +158.6% | +104.7% |
| All | +96.9% | +23.5% | +73.4% | +31.0% |
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