+4,524.1%
MU vs MLM
+140.0%
+4,384.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -0.9% |
| 7D | +21.6% | -2.0% | +23.6% | +22.9% |
| 30D | -16.2% | +9.5% | -25.7% | -20.3% |
| 3M | -12.4% | -4.7% | -7.6% | -10.6% |
| 6M | +4.2% | -10.7% | +14.9% | +9.2% |
| YTD | +180.0% | -16.6% | +196.5% | +200.3% |
| 1Y | +226.4% | -15.4% | +241.8% | +247.6% |
| 3Y | +969.7% | +15.9% | +953.8% | +861.0% |
| 5Y | +957.9% | +27.1% | +930.8% | +791.5% |
| All | +4,524.1% | +140.0% | +4,384.1% | +2,579.9% |
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 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