+2,327.9%
NDAQ vs MLM
+1,668.6%
+659.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.3% |
| 7D | -2.4% | -2.9% | +0.5% | -1.3% |
| 30D | +2.5% | -6.8% | +9.3% | +5.3% |
| 3M | +9.9% | -11.2% | +21.2% | +14.8% |
| 6M | +9.4% | -21.8% | +31.3% | +20.1% |
| YTD | +0.4% | -17.0% | +17.4% | +6.7% |
| 1Y | +4.0% | -16.4% | +20.4% | +10.1% |
| 3Y | +94.4% | +14.5% | +79.9% | +75.9% |
| 5Y | +56.7% | +41.7% | +15.0% | +26.5% |
| 10Y | +375.3% | +200.0% | +175.3% | +140.9% |
| All | +2,327.9% | +1,668.6% | +659.3% | +490.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling