+272.5%
RF vs MLM
+185.4%
+87.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | +0.8% |
| 7D | -0.9% | -4.1% | +3.2% | +1.6% |
| 30D | +6.0% | +8.2% | -2.1% | +0.8% |
| 3M | -8.9% | -3.6% | -5.3% | -7.3% |
| 6M | +2.3% | -15.6% | +17.9% | +11.7% |
| YTD | +7.6% | -16.4% | +24.0% | +16.7% |
| 1Y | +21.2% | -14.3% | +35.5% | +29.3% |
| 3Y | +108.5% | +19.3% | +89.2% | +77.0% |
| 5Y | +43.2% | +29.6% | +13.6% | +11.9% |
| All | +272.5% | +185.4% | +87.1% | +68.9% |
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