+2,047.5%
KLAC vs MLM
+185.4%
+1,862.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.8% | +8.5% | +7.6% |
| 7D | -12.3% | -4.1% | -8.2% | -10.3% |
| 30D | -29.6% | +8.2% | -37.8% | -32.6% |
| 3M | -28.2% | -3.6% | -24.7% | -27.1% |
| 6M | -23.6% | -15.6% | -8.0% | -17.9% |
| YTD | +14.4% | -16.4% | +30.8% | +23.2% |
| 1Y | +15.4% | -14.3% | +29.8% | +22.8% |
| 3Y | +184.3% | +19.3% | +165.0% | +151.6% |
| 5Y | +248.9% | +29.6% | +219.3% | +193.1% |
| All | +2,047.5% | +185.4% | +1,862.1% | +1,149.8% |
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