+1,315.7%
MU vs MLM
+41.9%
+1,273.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.1% | +5.0% | +5.4% |
| 7D | +9.0% | -2.9% | +11.9% | +10.9% |
| 30D | +13.8% | -6.8% | +20.6% | +18.6% |
| 3M | +2.1% | -11.2% | +13.3% | +8.4% |
| 6M | +153.8% | -21.8% | +175.6% | +192.2% |
| YTD | +256.4% | -17.0% | +273.4% | +288.2% |
| 1Y | +719.8% | -16.4% | +736.1% | +783.2% |
| 3Y | +1,360.4% | +14.5% | +1,345.9% | +1,152.5% |
| All | +1,315.7% | +41.9% | +1,273.8% | +939.6% |
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