+113.8%
RF vs MLM
+27.5%
+86.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.8% | +0.4% |
| 7D | +2.3% | +9.1% | -6.9% | -1.9% |
| 30D | +7.2% | +14.6% | -7.4% | +0.5% |
| 3M | -8.2% | +0.3% | -8.5% | -8.6% |
| 6M | +7.0% | -7.5% | +14.5% | +10.1% |
| YTD | +10.3% | -10.2% | +20.5% | +13.4% |
| 1Y | +25.1% | -10.5% | +35.6% | +28.7% |
| All | +113.8% | +27.5% | +86.3% | +64.4% |
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