+17.1%
ALAB vs MLM
-14.5%
+31.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.1% | +6.9% |
| 7D | -26.3% | -4.1% | -22.2% | -24.8% |
| 30D | -50.1% | +8.2% | -58.3% | -51.3% |
| 3M | -42.5% | -3.6% | -38.9% | -41.4% |
| 6M | -10.8% | -15.6% | +4.7% | -2.6% |
| YTD | +14.6% | -16.4% | +31.1% | +28.1% |
| 1Y | +17.1% | -14.3% | +31.5% | +23.1% |
| All | +17.1% | -14.5% | +31.6% | +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 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