-41.3%
ALNY vs MLM
-15.9%
-25.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.1% |
| 7D | +12.2% | -2.9% | +15.1% | +13.5% |
| 30D | +16.3% | -6.8% | +23.2% | +19.5% |
| 3M | -12.4% | -11.2% | -1.1% | -8.6% |
| 6M | -18.7% | -21.8% | +3.1% | -15.1% |
| YTD | -33.1% | -17.0% | -16.1% | -28.7% |
| 1Y | -41.3% | -16.4% | -25.0% | -36.8% |
| All | -41.3% | -15.9% | -25.5% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling