+36.0%
KMB vs MLM
+185.4%
-149.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.6% |
| 7D | +0.5% | -4.1% | +4.6% | +1.0% |
| 30D | +12.4% | +8.2% | +4.2% | +11.2% |
| 3M | +1.0% | -3.6% | +4.6% | +1.4% |
| 6M | +12.1% | -15.6% | +27.7% | +14.4% |
| YTD | +11.6% | -16.4% | +28.0% | +13.8% |
| 1Y | +13.1% | -14.3% | +27.5% | +14.9% |
| 3Y | +1.6% | +19.3% | -17.7% | -1.6% |
| 5Y | -0.3% | +29.6% | -29.9% | -5.6% |
| All | +36.0% | +185.4% | -149.5% | +16.3% |
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