+51.4%
O vs MLM
+199.9%
-148.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.2% |
| 7D | -0.7% | -2.9% | +2.2% | +0.2% |
| 30D | -1.9% | -6.8% | +4.9% | +0.4% |
| 3M | +3.8% | -11.2% | +15.1% | +7.6% |
| 6M | -4.7% | -21.8% | +17.1% | +2.9% |
| YTD | +12.5% | -17.0% | +29.5% | +18.4% |
| 1Y | +10.8% | -16.4% | +27.2% | +16.0% |
| 3Y | +28.8% | +14.5% | +14.3% | +17.1% |
| 5Y | +13.2% | +41.7% | -28.6% | -7.8% |
| All | +51.4% | +199.9% | -148.5% | -14.8% |
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