+587.4%
RF vs MLM
+3,210.3%
-2,622.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.8% | +0.2% |
| 7D | +2.3% | +9.1% | -6.9% | -2.5% |
| 30D | +7.2% | +14.6% | -7.4% | -0.4% |
| 3M | -8.2% | +0.3% | -8.5% | -8.7% |
| 6M | +7.0% | -7.5% | +14.5% | +10.1% |
| YTD | +10.3% | -10.2% | +20.5% | +14.3% |
| 1Y | +25.1% | -10.5% | +35.6% | +29.7% |
| 3Y | +110.3% | +27.8% | +82.5% | +78.5% |
| 5Y | +47.1% | +38.9% | +8.2% | +17.2% |
| 10Y | +297.9% | +211.4% | +86.5% | +101.7% |
| All | +587.4% | +3,210.3% | -2,622.9% | +65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling