+13,319.2%
MU vs MLM
+3,210.3%
+10,109.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.4% | -9.4% | -8.2% |
| 7D | -19.1% | +9.1% | -28.3% | -23.0% |
| 30D | -25.2% | +14.6% | -39.9% | -30.8% |
| 3M | -10.9% | +0.3% | -11.2% | -11.9% |
| 6M | +38.0% | -7.5% | +45.5% | +41.1% |
| YTD | +178.8% | -10.2% | +189.1% | +186.8% |
| 1Y | +265.1% | -10.5% | +275.6% | +275.8% |
| 3Y | +1,006.2% | +27.8% | +978.4% | +849.8% |
| 5Y | +1,027.5% | +38.9% | +988.6% | +821.0% |
| 10Y | +4,789.9% | +211.4% | +4,578.5% | +2,339.6% |
| All | +13,319.2% | +3,210.3% | +10,109.0% | +2,624.7% |
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 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