-65.7%
ALNY vs MLM
-12.9%
-52.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | -5.2% | -2.9% | -2.3% | -4.3% |
| 30D | -34.8% | +10.4% | -45.3% | -37.9% |
| 3M | -30.1% | -3.7% | -26.4% | -29.1% |
| 6M | -48.6% | -10.3% | -38.3% | -46.4% |
| YTD | -61.9% | -14.8% | -47.1% | -59.6% |
| 1Y | -65.7% | -13.9% | -51.8% | -63.6% |
| All | -65.7% | -12.9% | -52.7% | -63.6% |
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