+229.6%
KDP vs MLM
+185.4%
+44.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.4% |
| 7D | +2.2% | -4.1% | +6.3% | +3.0% |
| 30D | +19.9% | +8.2% | +11.8% | +18.2% |
| 3M | +21.5% | -3.6% | +25.1% | +22.2% |
| 6M | +30.1% | -15.6% | +45.7% | +33.7% |
| YTD | +34.9% | -16.4% | +51.4% | +38.5% |
| 1Y | +43.4% | -14.3% | +57.7% | +46.5% |
| 3Y | +29.1% | +19.3% | +9.8% | +22.4% |
| 5Y | +15.0% | +29.6% | -14.6% | +5.7% |
| All | +229.6% | +185.4% | +44.2% | +154.4% |
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