+3.9%
P vs MLM
-14.5%
+18.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.4% | +3.6% |
| 7D | -23.8% | -4.1% | -19.7% | -23.5% |
| 30D | -36.6% | +8.2% | -44.8% | -36.4% |
| 3M | +10.9% | -3.6% | +14.5% | +12.3% |
| 6M | +30.0% | -15.6% | +45.5% | +33.2% |
| YTD | +44.4% | -16.4% | +60.8% | +42.6% |
| 1Y | +3.9% | -14.3% | +18.3% | +5.9% |
| All | +3.9% | -14.5% | +18.4% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling