-68.9%
XYZ vs MLM
+41.9%
-110.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -1.8% |
| 7D | -1.0% | -2.9% | +1.9% | +1.8% |
| 30D | -1.7% | -6.8% | +5.1% | +4.9% |
| 3M | +16.7% | -11.2% | +28.0% | +28.4% |
| 6M | +26.9% | -21.8% | +48.7% | +56.3% |
| YTD | +27.1% | -17.0% | +44.1% | +45.7% |
| 1Y | +9.3% | -16.4% | +25.6% | +23.7% |
| 3Y | +42.3% | +14.5% | +27.8% | +7.7% |
| All | -68.9% | +41.9% | -110.8% | -81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling