+1.5%
KMB vs MLM
+30.6%
-29.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.2% | +6.7% | +2.4% |
| 7D | +0.4% | -1.2% | +1.6% | +0.6% |
| 30D | +14.1% | +7.9% | +6.2% | +12.7% |
| 3M | -0.5% | -4.5% | +3.9% | 0.0% |
| 6M | +16.6% | -12.6% | +29.2% | +18.5% |
| YTD | +13.7% | -14.9% | +28.6% | +15.7% |
| 1Y | +16.1% | -13.1% | +29.1% | +17.7% |
| 3Y | +4.7% | +21.2% | -16.5% | +0.4% |
| 5Y | +1.5% | +32.0% | -30.5% | -8.3% |
| All | +1.5% | +30.6% | -29.1% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling