+43.4%
KDP vs MLM
-14.5%
+57.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.3% |
| 7D | +2.2% | -4.1% | +6.3% | +3.1% |
| 30D | +19.9% | +8.2% | +11.8% | +18.4% |
| 3M | +21.5% | -3.6% | +25.1% | +22.0% |
| 6M | +30.1% | -15.6% | +45.7% | +32.6% |
| YTD | +34.9% | -16.4% | +51.4% | +36.5% |
| 1Y | +43.4% | -14.3% | +57.7% | +44.9% |
| All | +43.4% | -14.5% | +57.9% | +44.9% |
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