+7.7%
AAL vs MLM
-11.4%
+19.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.4% | +4.0% | +4.7% |
| 7D | +8.3% | +9.1% | -0.8% | +2.1% |
| 30D | +6.2% | +14.6% | -8.4% | -3.2% |
| 3M | -17.7% | +0.3% | -18.0% | -17.8% |
| 6M | +15.4% | -7.5% | +22.9% | +20.0% |
| YTD | -11.1% | -10.2% | -0.9% | -4.2% |
| 1Y | +7.7% | -10.5% | +18.2% | +16.3% |
| All | +7.7% | -11.4% | +19.1% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling