+207.4%
ALAB vs MLM
-12.7%
+220.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.1% | +7.3% |
| 7D | -26.3% | -4.1% | -22.2% | -24.3% |
| 30D | -50.1% | +8.2% | -58.3% | -52.3% |
| 3M | -42.5% | -3.6% | -38.9% | -41.4% |
| 6M | -10.8% | -15.6% | +4.7% | -2.8% |
| YTD | +14.6% | -16.4% | +31.1% | +27.7% |
| 1Y | +17.1% | -14.3% | +31.5% | +28.6% |
| All | +207.4% | -12.7% | +220.1% | +213.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling