+533.2%
XYZ vs MLM
+250.4%
+282.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -1.4% |
| 7D | -1.0% | -2.9% | +1.9% | +0.9% |
| 30D | -1.7% | -6.8% | +5.1% | +2.7% |
| 3M | +16.7% | -11.2% | +28.0% | +24.8% |
| 6M | +26.9% | -21.8% | +48.7% | +46.0% |
| YTD | +27.1% | -17.0% | +44.1% | +40.3% |
| 1Y | +9.3% | -16.4% | +25.6% | +19.9% |
| 3Y | +42.3% | +14.5% | +27.8% | +27.5% |
| 5Y | -69.3% | +41.7% | -111.1% | -75.1% |
| 10Y | +586.8% | +200.0% | +386.8% | +272.5% |
| All | +533.2% | +250.4% | +282.8% | +180.7% |
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 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