-27.8%
AAL vs MLM
+774.9%
-802.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.4% |
| 7D | -3.7% | -2.9% | -0.8% | -1.7% |
| 30D | -20.8% | -6.8% | -14.0% | -16.7% |
| 3M | -1.3% | -11.2% | +10.0% | +7.1% |
| 6M | +5.4% | -21.8% | +27.2% | +25.5% |
| YTD | -14.4% | -17.0% | +2.6% | -2.8% |
| 1Y | +2.1% | -16.4% | +18.5% | +14.9% |
| 3Y | -10.6% | +14.5% | -25.0% | -20.4% |
| 5Y | -32.2% | +41.7% | -74.0% | -48.8% |
| 10Y | -62.7% | +200.0% | -262.8% | -84.8% |
| All | -27.8% | +774.9% | -802.7% | -86.9% |
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 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