+366.2%
MULL vs MLM
-14.6%
+380.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | -0.8% | +24.8% | +24.4% |
| 7D | -2.5% | -5.8% | +3.3% | +1.2% |
| 30D | -40.1% | +9.8% | -49.9% | -42.0% |
| 3M | -28.2% | -5.2% | -23.0% | -24.9% |
| 6M | -39.6% | -10.3% | -29.3% | -35.8% |
| YTD | +262.6% | -15.5% | +278.1% | +227.6% |
| 1Y | +366.2% | -15.0% | +381.2% | +321.5% |
| All | +366.2% | -14.6% | +380.8% | +321.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling