+1,211.6%
MULL vs MLM
-15.3%
+1,226.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.7% | -4.4% | -4.5% |
| 7D | +24.5% | -0.9% | +25.4% | +25.7% |
| 30D | -35.5% | +9.0% | -44.5% | -40.5% |
| 3M | -44.8% | -5.6% | -39.2% | -41.3% |
| 6M | -45.5% | -10.7% | -34.8% | -39.5% |
| YTD | +232.5% | -17.2% | +249.7% | +269.8% |
| 1Y | +343.3% | -14.2% | +357.5% | +365.2% |
| All | +1,211.6% | -15.3% | +1,226.9% | +1,155.1% |
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