+5,143.3%
TER vs MLM
+2,961.7%
+2,181.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.3% | +4.9% |
| 7D | +0.6% | -2.9% | +3.5% | +2.2% |
| 30D | -8.3% | -6.8% | -1.5% | -5.1% |
| 3M | -12.2% | -11.2% | -1.0% | -8.1% |
| 6M | +17.1% | -21.8% | +38.9% | +31.6% |
| YTD | +84.7% | -17.0% | +101.6% | +100.5% |
| 1Y | +199.9% | -16.4% | +216.3% | +224.0% |
| 3Y | +232.8% | +14.5% | +218.3% | +205.3% |
| 5Y | +198.6% | +41.7% | +156.8% | +147.0% |
| 10Y | +1,669.7% | +200.0% | +1,469.7% | +825.0% |
| All | +5,143.3% | +2,961.7% | +2,181.5% | +763.6% |
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 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