-27.0%
KVUE vs MLM
+50.2%
-77.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | -0.5% |
| 7D | +0.9% | -3.9% | +4.8% | +1.5% |
| 30D | +1.4% | -5.4% | +6.9% | +2.2% |
| 3M | -1.9% | -14.3% | +12.5% | -0.2% |
| 6M | +6.7% | -3.1% | +9.8% | +6.6% |
| YTD | +3.1% | -5.1% | +8.2% | +3.4% |
| 1Y | -23.7% | +9.6% | -33.3% | -24.8% |
| 3Y | -25.9% | +51.5% | -77.5% | -35.2% |
| All | -27.0% | +50.2% | -77.2% | -36.6% |
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