-0.2%
W vs MLM
-16.0%
+15.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -1.4% |
| 7D | -1.7% | -2.0% | +0.3% | +0.2% |
| 30D | +3.2% | +9.5% | -6.3% | -4.5% |
| 3M | +8.3% | -4.7% | +13.0% | +13.6% |
| 6M | +84.3% | -10.7% | +95.0% | +102.0% |
| YTD | +11.0% | -16.6% | +27.6% | +16.5% |
| 1Y | -0.2% | -15.4% | +15.2% | +1.3% |
| All | -0.2% | -16.0% | +15.8% | +1.3% |
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 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