+273.8%
RF vs MLM
+190.7%
+83.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.2% | +3.0% | +1.0% |
| 7D | -1.6% | -1.2% | -0.4% | -1.0% |
| 30D | +5.0% | +7.9% | -2.9% | 0.0% |
| 3M | -10.0% | -4.5% | -5.5% | -7.9% |
| 6M | +3.3% | -12.6% | +16.0% | +10.4% |
| YTD | +7.9% | -14.9% | +22.8% | +15.8% |
| 1Y | +21.2% | -13.1% | +34.3% | +28.3% |
| 3Y | +105.8% | +21.2% | +84.6% | +73.1% |
| 5Y | +43.7% | +32.0% | +11.7% | +11.1% |
| All | +273.8% | +190.7% | +83.1% | +67.6% |
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