+167.1%
P vs MLM
+20.9%
+146.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -5.2% | -11.2% | -14.3% |
| 7D | -31.9% | -1.2% | -30.7% | -31.4% |
| 30D | -36.5% | +7.9% | -44.5% | -38.6% |
| 3M | +11.6% | -4.5% | +16.0% | +13.8% |
| 6M | +25.2% | -12.6% | +37.9% | +32.1% |
| YTD | +39.4% | -14.9% | +54.3% | +46.6% |
| 1Y | -3.7% | -13.1% | +9.4% | -0.4% |
| All | +167.1% | +20.9% | +146.2% | +113.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling