+2,586.3%
NDAQ vs MLM
+1,713.5%
+872.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.2% | +2.5% | -0.4% |
| 7D | +1.2% | -1.2% | +2.4% | +1.7% |
| 30D | +15.8% | +7.9% | +7.8% | +12.0% |
| 3M | +13.4% | -4.5% | +17.8% | +15.1% |
| 6M | +20.9% | -12.6% | +33.5% | +26.6% |
| YTD | +11.1% | -14.9% | +26.0% | +16.6% |
| 1Y | +26.5% | -13.1% | +39.6% | +31.5% |
| 3Y | +121.5% | +21.2% | +100.3% | +96.1% |
| 5Y | +61.3% | +32.0% | +29.3% | +34.7% |
| 10Y | +480.0% | +195.3% | +284.7% | +197.2% |
| All | +2,586.3% | +1,713.5% | +872.8% | +545.4% |
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