+271.9%
MRVL vs MLM
+41.9%
+230.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.1% | +5.9% | +6.2% |
| 7D | +3.2% | -2.9% | +6.1% | +5.5% |
| 30D | +5.9% | -6.8% | +12.8% | +11.7% |
| 3M | -29.3% | -11.2% | -18.1% | -24.4% |
| 6M | +186.5% | -21.8% | +208.3% | +240.7% |
| YTD | +163.4% | -17.0% | +180.4% | +193.4% |
| 1Y | +249.5% | -16.4% | +265.9% | +283.4% |
| 3Y | +289.4% | +14.5% | +274.9% | +205.8% |
| All | +271.9% | +41.9% | +230.0% | +131.0% |
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