+995.7%
KMB vs MLM
+2,961.7%
-1,966.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.8% |
| 7D | -3.0% | -2.9% | -0.1% | -2.6% |
| 30D | -5.5% | -6.8% | +1.4% | -4.4% |
| 3M | +14.0% | -11.2% | +25.2% | +16.1% |
| 6M | +4.1% | -21.8% | +25.9% | +8.0% |
| YTD | +8.0% | -17.0% | +25.0% | +10.9% |
| 1Y | -13.7% | -16.4% | +2.6% | -11.7% |
| 3Y | -5.9% | +14.5% | -20.4% | -9.2% |
| 5Y | -8.6% | +41.7% | -50.4% | -15.8% |
| 10Y | +17.3% | +200.0% | -182.8% | -8.9% |
| All | +995.7% | +2,961.7% | -1,966.0% | +398.2% |
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