+557.5%
P vs MLM
+269.2%
+288.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.4% | -7.3% | -6.0% |
| 7D | -19.4% | +9.1% | -28.5% | -22.7% |
| 30D | -22.3% | +14.6% | -37.0% | -27.5% |
| 3M | +33.2% | +0.3% | +32.9% | +31.8% |
| 6M | +53.6% | -7.5% | +61.1% | +56.0% |
| YTD | +66.8% | -10.2% | +77.0% | +70.5% |
| 1Y | +17.5% | -10.5% | +28.0% | +20.0% |
| 3Y | +219.7% | +27.8% | +191.9% | +174.9% |
| 5Y | +307.8% | +38.9% | +268.9% | +233.1% |
| 10Y | +855.3% | +211.4% | +643.9% | +439.5% |
| All | +557.5% | +269.2% | +288.3% | +260.8% |
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