+19.7%
KDP vs MLM
+29.9%
-10.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | +8.2% | -2.9% | +11.1% | +8.7% |
| 30D | +18.4% | +10.4% | +7.9% | +16.4% |
| 3M | +29.2% | -3.7% | +32.9% | +29.9% |
| 6M | +32.3% | -10.3% | +42.5% | +34.2% |
| YTD | +38.5% | -14.8% | +53.3% | +41.2% |
| 1Y | +48.5% | -13.9% | +62.4% | +51.1% |
| 3Y | +32.5% | +18.4% | +14.1% | +24.8% |
| 5Y | +19.7% | +31.8% | -12.1% | +8.0% |
| All | +19.7% | +29.9% | -10.3% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling