+13.6%
TER vs MLM
-14.6%
+28.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -5.2% | -10.1% | -13.2% |
| 7D | -28.2% | -1.2% | -27.0% | -27.6% |
| 30D | -50.6% | +7.9% | -58.5% | -52.1% |
| 3M | -45.3% | -4.5% | -40.9% | -43.8% |
| 6M | -40.4% | -12.6% | -27.7% | -35.7% |
| YTD | +10.0% | -14.9% | +24.9% | +12.1% |
| 1Y | +13.6% | -13.1% | +26.7% | +13.7% |
| All | +13.6% | -14.6% | +28.2% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling