+543.0%
XYZ vs MLM
+259.3%
+283.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.2% | +1.1% | -0.9% |
| 7D | +9.2% | -1.2% | +10.4% | +10.2% |
| 30D | +9.8% | +7.9% | +1.9% | +4.9% |
| 3M | -0.2% | -4.5% | +4.3% | +2.7% |
| 6M | +18.0% | -12.6% | +30.6% | +27.0% |
| YTD | +29.1% | -14.9% | +44.0% | +40.3% |
| 1Y | +14.1% | -13.1% | +27.2% | +22.5% |
| 3Y | +72.6% | +21.2% | +51.4% | +49.6% |
| 5Y | -64.6% | +32.0% | -96.6% | -70.4% |
| 10Y | +590.0% | +195.3% | +394.6% | +272.8% |
| All | +543.0% | +259.3% | +283.7% | +180.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling