+659.7%
P vs MLM
+190.7%
+468.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -5.2% | -11.2% | -13.9% |
| 7D | -31.9% | -1.2% | -30.7% | -31.4% |
| 30D | -36.5% | +7.9% | -44.5% | -39.1% |
| 3M | +11.6% | -4.5% | +16.0% | +13.4% |
| 6M | +25.2% | -12.6% | +37.9% | +31.4% |
| YTD | +39.4% | -14.9% | +54.3% | +47.0% |
| 1Y | -3.7% | -13.1% | +9.4% | +0.2% |
| 3Y | +167.3% | +21.2% | +146.1% | +132.6% |
| 5Y | +237.3% | +32.0% | +205.3% | +176.8% |
| All | +659.7% | +190.7% | +468.9% | +300.4% |
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 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