+160.3%
W vs MLM
+18.2%
+142.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.2% |
| 7D | +1.1% | -2.9% | +3.9% | +4.7% |
| 30D | +6.4% | +10.4% | -4.0% | -3.8% |
| 3M | +9.0% | -3.7% | +12.7% | +13.4% |
| 6M | +69.8% | -10.3% | +80.1% | +90.5% |
| YTD | +12.1% | -14.8% | +26.9% | +28.3% |
| 1Y | 0.0% | -13.9% | +13.9% | +12.9% |
| 3Y | +160.3% | +18.4% | +142.0% | +101.7% |
| All | +160.3% | +18.2% | +142.1% | +101.7% |
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