+3,309.9%
V vs MLM
+491.5%
+2,818.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.2% | +2.0% | -1.3% |
| 7D | +2.9% | -1.2% | +4.2% | +3.4% |
| 30D | +14.0% | +7.9% | +6.1% | +10.8% |
| 3M | +14.9% | -4.5% | +19.3% | +16.5% |
| 6M | +31.7% | -12.6% | +44.4% | +37.2% |
| YTD | +21.2% | -14.9% | +36.1% | +26.5% |
| 1Y | +25.3% | -13.1% | +38.3% | +29.7% |
| 3Y | +77.5% | +21.2% | +56.3% | +60.0% |
| 5Y | +102.6% | +32.0% | +70.6% | +74.2% |
| 10Y | +464.3% | +195.3% | +269.0% | +234.3% |
| All | +3,309.9% | +491.5% | +2,818.3% | +1,247.5% |
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