+3.8%
MSCI vs MLM
+23.5%
-19.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.4% | -1.4% |
| 7D | +2.8% | -4.1% | +6.9% | +4.9% |
| 30D | +15.4% | +8.2% | +7.2% | +11.3% |
| 3M | +13.4% | -3.6% | +17.0% | +15.0% |
| 6M | +10.9% | -15.6% | +26.5% | +18.9% |
| YTD | +13.0% | -16.4% | +29.4% | +19.9% |
| 1Y | +12.0% | -14.3% | +26.4% | +17.1% |
| 3Y | +34.1% | +19.3% | +14.8% | +7.4% |
| All | +3.8% | +23.5% | -19.7% | -20.9% |
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