+26.7%
Q vs MLM
-16.9%
+43.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.5% | +1.1% |
| 7D | +0.2% | -2.9% | +3.1% | +1.8% |
| 30D | -11.1% | -6.8% | -4.3% | -7.8% |
| 3M | -22.1% | -11.2% | -10.9% | -17.7% |
| 6M | +0.5% | -21.8% | +22.3% | +14.5% |
| YTD | +47.8% | -17.0% | +64.8% | +51.4% |
| All | +26.7% | -16.9% | +43.6% | +26.4% |
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 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