+2,417.1%
MSCI vs MLM
+424.2%
+1,992.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.8% |
| 7D | +0.4% | -2.9% | +3.3% | +1.6% |
| 30D | +0.6% | -6.8% | +7.4% | +3.4% |
| 3M | -7.1% | -11.2% | +4.2% | -3.0% |
| 6M | +0.8% | -21.8% | +22.7% | +10.5% |
| YTD | +1.0% | -17.0% | +18.0% | +7.2% |
| 1Y | +4.3% | -16.4% | +20.7% | +10.2% |
| 3Y | +9.9% | +14.5% | -4.5% | -1.0% |
| 5Y | -6.8% | +41.7% | -48.5% | -23.8% |
| 10Y | +614.7% | +200.0% | +414.6% | +280.2% |
| All | +2,417.1% | +424.2% | +1,992.9% | +766.1% |
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