+1,064.4%
MRVL vs MLM
+1,644.0%
-579.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.6% | +6.6% |
| 7D | -28.1% | -4.1% | -24.0% | -26.6% |
| 30D | -50.4% | +8.2% | -58.6% | -52.6% |
| 3M | -32.9% | -3.6% | -29.3% | -32.4% |
| 6M | -17.9% | -15.6% | -2.4% | -13.0% |
| YTD | +66.4% | -16.4% | +82.9% | +76.8% |
| 1Y | +51.5% | -14.3% | +65.9% | +59.2% |
| 3Y | +177.9% | +19.3% | +158.6% | +148.9% |
| 5Y | +100.0% | +29.6% | +70.4% | +75.3% |
| 10Y | +1,108.1% | +189.9% | +918.2% | +571.2% |
| All | +1,064.4% | +1,644.0% | -579.6% | +76.8% |
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