+32.9%
W vs MLM
+15.1%
+17.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +1.3% |
| 7D | -4.2% | -2.9% | -1.3% | -1.1% |
| 30D | -7.6% | -6.8% | -0.7% | -0.5% |
| 3M | +37.2% | -11.2% | +48.4% | +55.5% |
| 6M | +26.3% | -21.8% | +48.2% | +61.9% |
| YTD | -1.0% | -17.0% | +16.0% | +16.6% |
| 1Y | +20.1% | -16.4% | +36.5% | +39.3% |
| All | +32.9% | +15.1% | +17.8% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling