+24.5%
ALAB vs MLM
-11.4%
+35.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.4% | -6.8% | -5.0% |
| 7D | -24.9% | +9.1% | -34.0% | -26.9% |
| 30D | -38.4% | +14.6% | -53.0% | -41.1% |
| 3M | -38.3% | +0.3% | -38.6% | -38.1% |
| 6M | +10.9% | -7.5% | +18.4% | +15.1% |
| YTD | +34.2% | -10.2% | +44.4% | +46.6% |
| 1Y | +24.5% | -10.5% | +35.0% | +37.4% |
| All | +24.5% | -11.4% | +35.9% | +37.4% |
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