+41.1%
KMB vs MLM
+149.0%
-107.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | +6.0% | -2.9% | +8.9% | +6.4% |
| 30D | +13.5% | +10.4% | +3.1% | +11.9% |
| 3M | +3.8% | -3.7% | +7.5% | +4.2% |
| 6M | +15.6% | -10.3% | +25.8% | +17.0% |
| YTD | +14.0% | -14.8% | +28.8% | +16.0% |
| 1Y | +12.9% | -13.9% | +26.8% | +14.7% |
| 3Y | +3.7% | +18.4% | -14.7% | +0.4% |
| 5Y | -0.1% | +31.8% | -31.9% | -5.7% |
| 10Y | +41.1% | +143.4% | -102.3% | +18.4% |
| All | +41.1% | +149.0% | -107.8% | +18.4% |
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