-43.9%
ALB vs MLM
+41.9%
-85.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.6% | -5.2% |
| 7D | -8.1% | -2.9% | -5.2% | -6.2% |
| 30D | +6.3% | -6.8% | +13.1% | +11.3% |
| 3M | -23.6% | -11.2% | -12.3% | -18.1% |
| 6M | -24.6% | -21.8% | -2.8% | -12.0% |
| YTD | -10.3% | -17.0% | +6.7% | -1.6% |
| 1Y | +61.5% | -16.4% | +77.8% | +75.2% |
| 3Y | -34.0% | +14.5% | -48.4% | -45.0% |
| All | -43.9% | +41.9% | -85.8% | -61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling