-40.7%
AAL vs MLM
+30.6%
-71.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -5.2% | 0.0% | -1.1% |
| 7D | +1.2% | -1.2% | +2.4% | +2.3% |
| 30D | -0.5% | +7.9% | -8.5% | -6.2% |
| 3M | -22.0% | -4.5% | -17.6% | -19.3% |
| 6M | +4.5% | -12.6% | +17.2% | +15.2% |
| YTD | -15.7% | -14.9% | -0.8% | -5.6% |
| 1Y | -3.7% | -13.1% | +9.4% | +5.9% |
| 3Y | +7.9% | +21.2% | -13.3% | -11.0% |
| 5Y | -40.7% | +32.0% | -72.7% | -57.9% |
| All | -40.7% | +30.6% | -71.4% | -57.9% |
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