-37.0%
KEEL vs MLM
+43.0%
-80.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.5% | +8.0% | +8.1% |
| 7D | +21.5% | +1.4% | +20.1% | +19.5% |
| 30D | -3.9% | -6.5% | +2.7% | +3.0% |
| 3M | -34.1% | -7.4% | -26.7% | -32.0% |
| 6M | +82.8% | -15.8% | +98.7% | +110.4% |
| YTD | +58.7% | -17.4% | +76.1% | +86.0% |
| 1Y | +191.4% | -17.9% | +209.3% | +245.0% |
| 3Y | +205.7% | +18.9% | +186.9% | +118.9% |
| 5Y | -37.0% | +43.4% | -80.4% | -61.0% |
| All | -37.0% | +43.0% | -80.0% | -61.0% |
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