+3,773.6%
MU vs MLM
+190.7%
+3,582.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -5.2% | -12.3% | -14.8% |
| 7D | -29.7% | -1.2% | -28.5% | -29.2% |
| 30D | -37.2% | +7.9% | -45.1% | -39.7% |
| 3M | -26.5% | -4.5% | -22.0% | -25.1% |
| 6M | +2.6% | -12.6% | +15.2% | +8.6% |
| YTD | +130.1% | -14.9% | +145.0% | +144.2% |
| 1Y | +176.7% | -13.1% | +189.8% | +190.4% |
| 3Y | +813.1% | +21.2% | +791.9% | +705.1% |
| 5Y | +822.0% | +32.0% | +790.0% | +667.6% |
| All | +3,773.6% | +190.7% | +3,582.9% | +2,195.8% |
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 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