-8.2%
AAL vs MLM
+15.1%
-23.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.4% |
| 7D | -3.7% | -2.9% | -0.8% | -1.6% |
| 30D | -20.8% | -6.8% | -14.0% | -16.6% |
| 3M | -1.3% | -11.2% | +10.0% | +7.2% |
| 6M | +5.4% | -21.8% | +27.2% | +25.4% |
| YTD | -14.4% | -17.0% | +2.6% | -3.0% |
| 1Y | +2.1% | -16.4% | +18.5% | +14.5% |
| All | -8.2% | +15.1% | -23.3% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling