+8.6%
ALB vs MLM
-11.4%
+20.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.4% | +2.9% | +4.8% |
| 7D | -2.1% | +9.1% | -11.2% | -3.8% |
| 30D | -9.0% | +14.6% | -23.6% | -11.8% |
| 3M | -21.1% | +0.3% | -21.4% | -21.2% |
| 6M | -49.9% | -7.5% | -42.4% | -49.7% |
| YTD | -32.3% | -10.2% | -22.1% | -33.9% |
| 1Y | +8.6% | -10.5% | +19.1% | +6.7% |
| All | +8.6% | -11.4% | +20.0% | +6.7% |
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