+346.5%
RF vs MLM
+199.9%
+146.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.8% |
| 7D | +1.3% | -2.9% | +4.2% | +3.1% |
| 30D | -3.6% | -6.8% | +3.2% | +0.4% |
| 3M | +8.1% | -11.2% | +19.3% | +14.9% |
| 6M | +11.5% | -21.8% | +33.3% | +27.6% |
| YTD | +15.6% | -17.0% | +32.5% | +26.2% |
| 1Y | +15.7% | -16.4% | +32.0% | +25.5% |
| 3Y | +86.9% | +14.5% | +72.4% | +62.8% |
| 5Y | +89.8% | +41.7% | +48.1% | +40.1% |
| All | +346.5% | +199.9% | +146.6% | +111.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling