-61.6%
ALB vs MLM
+27.9%
-89.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -1.8% |
| 7D | +9.5% | -3.8% | +13.3% | +12.0% |
| 30D | -2.1% | +11.0% | -13.1% | -9.7% |
| 3M | -24.1% | -3.1% | -21.1% | -23.2% |
| 6M | -51.0% | -9.8% | -41.2% | -48.5% |
| YTD | -29.3% | -14.4% | -15.0% | -24.7% |
| 1Y | +3.2% | -12.6% | +15.7% | +8.0% |
| 3Y | -9.3% | +19.7% | -29.1% | -27.8% |
| 5Y | -61.6% | +29.8% | -91.4% | -71.8% |
| All | -61.6% | +27.9% | -89.6% | -71.8% |
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