+560.9%
LUV vs MLM
+2,961.7%
-2,400.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +1.9% |
| 7D | +0.4% | -2.9% | +3.3% | +1.6% |
| 30D | -18.4% | -6.8% | -11.6% | -16.2% |
| 3M | -3.2% | -11.2% | +8.0% | +1.2% |
| 6M | -14.8% | -21.8% | +7.0% | -6.3% |
| YTD | -2.9% | -17.0% | +14.1% | +4.4% |
| 1Y | +29.6% | -16.4% | +46.0% | +38.7% |
| 3Y | +35.2% | +14.5% | +20.7% | +27.1% |
| 5Y | -11.7% | +41.7% | -53.4% | -24.3% |
| 10Y | +21.6% | +200.0% | -178.5% | -24.3% |
| All | +560.9% | +2,961.7% | -2,400.8% | +68.3% |
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 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