+37.2%
MSCI vs MLM
+20.9%
+16.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.2% | +2.4% | -1.5% |
| 7D | +6.0% | -1.2% | +7.3% | +6.4% |
| 30D | +18.2% | +7.9% | +10.3% | +16.3% |
| 3M | +15.1% | -4.5% | +19.6% | +16.2% |
| 6M | +13.7% | -12.6% | +26.4% | +16.7% |
| YTD | +15.6% | -14.9% | +30.5% | +18.2% |
| 1Y | +16.3% | -13.1% | +29.4% | +18.1% |
| All | +37.2% | +20.9% | +16.3% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling