+147.7%
P vs MLM
+15.1%
+132.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.2% | +0.9% |
| 7D | +6.5% | -2.9% | +9.5% | +7.9% |
| 30D | +18.8% | -6.8% | +25.7% | +22.5% |
| 3M | +26.7% | -11.2% | +38.0% | +32.3% |
| 6M | +62.2% | -21.8% | +84.0% | +81.2% |
| YTD | +48.5% | -17.0% | +65.5% | +57.8% |
| 1Y | +26.4% | -16.4% | +42.8% | +33.0% |
| All | +147.7% | +15.1% | +132.6% | +109.3% |
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 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