+3,971.9%
MU vs MLM
+185.4%
+3,786.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.8% | +7.0% | +6.0% |
| 7D | -22.0% | -4.1% | -17.9% | -20.2% |
| 30D | -36.6% | +8.2% | -44.7% | -39.2% |
| 3M | -21.7% | -3.6% | -18.1% | -20.7% |
| 6M | +3.5% | -15.6% | +19.1% | +11.4% |
| YTD | +141.9% | -16.4% | +158.4% | +158.9% |
| 1Y | +189.8% | -14.3% | +204.2% | +206.3% |
| 3Y | +855.4% | +19.3% | +836.1% | +748.7% |
| 5Y | +869.2% | +29.6% | +839.6% | +714.0% |
| All | +3,971.9% | +185.4% | +3,786.5% | +2,334.7% |
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