+5,283.0%
O vs MLM
+3,560.6%
+1,722.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.2% | +5.6% | +2.2% |
| 7D | +4.5% | -1.2% | +5.7% | +4.9% |
| 30D | +10.2% | +7.9% | +2.3% | +7.3% |
| 3M | -3.8% | -4.5% | +0.7% | -2.6% |
| 6M | -3.8% | -12.6% | +8.8% | -0.3% |
| YTD | +10.3% | -14.9% | +25.2% | +14.7% |
| 1Y | +11.9% | -13.1% | +24.9% | +15.4% |
| 3Y | +38.1% | +21.2% | +16.9% | +25.2% |
| 5Y | +11.1% | +32.0% | -20.9% | -4.2% |
| 10Y | +72.7% | +195.3% | -122.6% | +7.8% |
| All | +5,283.0% | +3,560.6% | +1,722.4% | +1,754.3% |
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