+2,233.8%
ALB vs MLM
+3,201.2%
-967.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -5.2% | +8.7% | +5.9% |
| 7D | +5.5% | -1.2% | +6.7% | +5.9% |
| 30D | -7.5% | +7.9% | -15.4% | -11.0% |
| 3M | -16.9% | -4.5% | -12.5% | -15.7% |
| 6M | -49.2% | -12.6% | -36.6% | -46.7% |
| YTD | -29.9% | -14.9% | -15.0% | -26.2% |
| 1Y | +8.2% | -13.1% | +21.3% | +12.8% |
| 3Y | -19.4% | +21.2% | -40.6% | -27.3% |
| 5Y | -61.6% | +32.0% | -93.6% | -66.6% |
| 10Y | +34.6% | +195.3% | -160.7% | -20.3% |
| All | +2,233.8% | +3,201.2% | -967.4% | +635.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling