+31.4%
ALB vs MLM
+185.4%
-154.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.9% |
| 7D | +9.1% | -4.1% | +13.2% | +11.4% |
| 30D | -3.4% | +8.2% | -11.6% | -8.2% |
| 3M | -20.6% | -3.6% | -17.0% | -19.5% |
| 6M | -48.2% | -15.6% | -32.6% | -43.9% |
| YTD | -29.2% | -16.4% | -12.8% | -24.1% |
| 1Y | +10.0% | -14.3% | +24.3% | +16.3% |
| 3Y | -12.9% | +19.3% | -32.2% | -23.8% |
| 5Y | -61.3% | +29.6% | -90.9% | -67.9% |
| All | +31.4% | +185.4% | -154.0% | -20.0% |
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