+38.6%
ALB vs MLM
+138.2%
-99.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.0% |
| 7D | -5.8% | -0.9% | -4.9% | -5.3% |
| 30D | -4.5% | +9.0% | -13.6% | -9.8% |
| 3M | -28.1% | -5.6% | -22.5% | -26.2% |
| 6M | -53.2% | -10.7% | -42.5% | -50.9% |
| YTD | -33.3% | -17.2% | -16.2% | -28.0% |
| 1Y | -17.4% | -14.2% | -3.2% | -12.7% |
| 3Y | -14.1% | +15.6% | -29.8% | -23.8% |
| 5Y | -64.0% | +26.2% | -90.3% | -70.0% |
| All | +38.6% | +138.2% | -99.6% | -18.9% |
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