+2,926.4%
V vs MLM
+476.9%
+2,449.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.4% |
| 7D | -1.7% | -2.9% | +1.2% | -0.7% |
| 30D | +2.0% | -6.8% | +8.8% | +4.5% |
| 3M | +17.4% | -11.2% | +28.6% | +21.9% |
| 6M | +17.5% | -21.8% | +39.3% | +27.4% |
| YTD | +7.6% | -17.0% | +24.6% | +13.4% |
| 1Y | +7.7% | -16.4% | +24.1% | +13.1% |
| 3Y | +54.7% | +14.5% | +40.2% | +42.2% |
| 5Y | +73.0% | +41.7% | +31.3% | +44.8% |
| 10Y | +390.9% | +200.0% | +190.8% | +188.7% |
| All | +2,926.4% | +476.9% | +2,449.5% | +1,108.3% |
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