-64.6%
XYZ vs MLM
+30.6%
-95.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.2% | +1.1% | +0.7% |
| 7D | +9.2% | -1.2% | +10.4% | +10.7% |
| 30D | +9.8% | +7.9% | +1.9% | +2.3% |
| 3M | -0.2% | -4.5% | +4.3% | +4.0% |
| 6M | +18.0% | -12.6% | +30.6% | +31.3% |
| YTD | +29.1% | -14.9% | +44.0% | +44.6% |
| 1Y | +14.1% | -13.1% | +27.2% | +25.1% |
| 3Y | +72.6% | +21.2% | +51.4% | +20.6% |
| 5Y | -64.6% | +32.0% | -96.6% | -78.8% |
| All | -64.6% | +30.6% | -95.2% | -78.8% |
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