+38,972.9%
KLAC vs MLM
+2,961.7%
+36,011.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.1% | +6.2% | +6.8% |
| 7D | +5.7% | -2.9% | +8.6% | +7.0% |
| 30D | -3.6% | -6.8% | +3.2% | -0.9% |
| 3M | -12.8% | -11.2% | -1.6% | -9.4% |
| 6M | +26.1% | -21.8% | +47.9% | +38.3% |
| YTD | +53.3% | -17.0% | +70.3% | +63.6% |
| 1Y | +113.7% | -16.4% | +130.0% | +127.0% |
| 3Y | +274.9% | +14.5% | +260.4% | +249.1% |
| 5Y | +470.1% | +41.7% | +428.4% | +389.9% |
| 10Y | +2,997.0% | +200.0% | +2,797.0% | +1,786.8% |
| All | +38,972.9% | +2,961.7% | +36,011.2% | +9,288.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling