+3,586.0%
TER vs MLM
+3,210.3%
+375.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.4% | -9.2% | -8.0% |
| 7D | -19.9% | +9.1% | -29.0% | -23.7% |
| 30D | -43.5% | +14.6% | -58.2% | -47.7% |
| 3M | -37.8% | +0.3% | -38.1% | -38.5% |
| 6M | -25.6% | -7.5% | -18.1% | -24.1% |
| YTD | +29.8% | -10.2% | +40.1% | +34.4% |
| 1Y | +43.2% | -10.5% | +53.7% | +48.4% |
| 3Y | +189.3% | +27.8% | +161.5% | +149.9% |
| 5Y | +76.9% | +38.9% | +38.0% | +46.7% |
| 10Y | +1,059.7% | +211.4% | +848.2% | +491.5% |
| All | +3,586.0% | +3,210.3% | +375.7% | +479.0% |
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