+779.7%
MSCI vs MLM
+167.5%
+612.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.6% | -0.1% |
| 7D | +1.5% | -3.8% | +5.3% | +3.0% |
| 30D | +14.4% | +11.0% | +3.4% | +10.0% |
| 3M | +15.2% | -3.1% | +18.2% | +16.3% |
| 6M | +11.2% | -9.8% | +21.0% | +14.6% |
| YTD | +13.9% | -14.4% | +28.3% | +18.7% |
| 1Y | +12.5% | -12.6% | +25.1% | +16.1% |
| 3Y | +32.3% | +19.7% | +12.5% | +17.7% |
| 5Y | +4.9% | +29.8% | -24.9% | -11.1% |
| 10Y | +779.7% | +153.5% | +626.2% | +445.4% |
| All | +779.7% | +167.5% | +612.2% | +445.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling