+953.2%
MULL vs MLM
-14.6%
+967.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -1.8% | +10.9% | +10.8% |
| 7D | -42.7% | -4.1% | -38.6% | -39.5% |
| 30D | -63.8% | +8.2% | -71.9% | -66.3% |
| 3M | -49.0% | -3.6% | -45.5% | -47.1% |
| 6M | -38.2% | -15.6% | -22.6% | -26.8% |
| YTD | +167.0% | -16.4% | +183.5% | +194.2% |
| 1Y | +247.7% | -14.3% | +262.1% | +268.5% |
| All | +953.2% | -14.6% | +967.8% | +898.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling