+282.3%
KLAC vs MLM
+20.2%
+262.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.1% | +6.2% | +6.7% |
| 7D | +5.7% | -2.9% | +8.6% | +7.3% |
| 30D | -3.6% | -6.8% | +3.2% | -0.2% |
| 3M | -12.8% | -11.2% | -1.6% | -8.8% |
| 6M | +26.1% | -21.8% | +47.9% | +42.7% |
| YTD | +53.3% | -17.0% | +70.3% | +65.6% |
| 1Y | +113.7% | -16.4% | +130.0% | +128.7% |
| All | +282.3% | +20.2% | +262.1% | +230.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling