+62.6%
NDAQ vs MLM
+23.5%
+39.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.9% |
| 7D | +0.8% | -4.1% | +5.0% | +2.4% |
| 30D | +16.5% | +8.2% | +8.4% | +13.2% |
| 3M | +13.5% | -3.6% | +17.1% | +14.7% |
| 6M | +20.9% | -15.6% | +36.5% | +27.7% |
| YTD | +11.4% | -16.4% | +27.8% | +17.0% |
| 1Y | +25.9% | -14.3% | +40.3% | +30.8% |
| 3Y | +119.9% | +19.3% | +100.5% | +92.8% |
| All | +62.6% | +23.5% | +39.1% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling