+29.1%
ALNY vs MLM
+19.3%
+9.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -2.1% |
| 7D | +5.7% | +1.4% | +4.3% | +5.2% |
| 30D | +18.7% | -6.5% | +25.2% | +21.5% |
| 3M | -11.0% | -7.4% | -3.5% | -8.0% |
| 6M | -18.9% | -15.8% | -3.1% | -14.1% |
| YTD | -34.6% | -17.4% | -17.2% | -30.6% |
| 1Y | -42.8% | -17.9% | -24.9% | -39.4% |
| 3Y | +29.1% | +18.9% | +10.3% | +14.0% |
| All | +29.1% | +19.3% | +9.9% | +14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling