+231.4%
ALNY vs MLM
+149.0%
+82.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | -5.2% | -2.9% | -2.3% | -4.4% |
| 30D | -34.8% | +10.4% | -45.3% | -37.1% |
| 3M | -30.1% | -3.7% | -26.4% | -29.8% |
| 6M | -48.6% | -10.3% | -38.3% | -47.2% |
| YTD | -61.9% | -14.8% | -47.1% | -60.4% |
| 1Y | -65.7% | -13.9% | -51.8% | -64.4% |
| 3Y | -6.3% | +18.4% | -24.7% | -12.6% |
| 5Y | -14.0% | +31.8% | -45.8% | -23.6% |
| 10Y | +231.4% | +143.4% | +88.0% | +134.5% |
| All | +231.4% | +149.0% | +82.4% | +134.5% |
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