+1,035.7%
KMB vs MLM
+3,210.3%
-2,174.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.4% | +1.8% | +3.8% |
| 7D | +0.4% | +9.1% | -8.8% | -1.0% |
| 30D | +14.0% | +14.6% | -0.6% | +11.6% |
| 3M | -1.3% | +0.3% | -1.6% | -1.4% |
| 6M | +16.7% | -7.5% | +24.1% | +17.9% |
| YTD | +12.0% | -10.2% | +22.2% | +13.5% |
| 1Y | +13.6% | -10.5% | +24.1% | +15.2% |
| 3Y | +3.1% | +27.8% | -24.7% | -2.1% |
| 5Y | +0.8% | +38.9% | -38.2% | -6.8% |
| 10Y | +38.4% | +211.4% | -173.0% | +7.0% |
| All | +1,035.7% | +3,210.3% | -2,174.6% | +409.9% |
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