+475.8%
NDAQ vs MLM
+149.0%
+326.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | +2.9% | -2.9% | +5.7% | +3.8% |
| 30D | +17.5% | +10.4% | +7.1% | +13.9% |
| 3M | +15.4% | -3.7% | +19.2% | +16.5% |
| 6M | +24.6% | -10.3% | +34.9% | +27.9% |
| YTD | +14.4% | -14.8% | +29.2% | +18.6% |
| 1Y | +26.9% | -13.9% | +40.8% | +31.1% |
| 3Y | +119.8% | +18.4% | +101.4% | +102.9% |
| 5Y | +70.5% | +31.8% | +38.7% | +49.5% |
| 10Y | +475.8% | +143.4% | +332.4% | +291.8% |
| All | +475.8% | +149.0% | +326.8% | +291.8% |
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