+332.0%
MKSI vs MLM
+138.2%
+193.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.2% |
| 7D | +12.2% | -0.9% | +13.0% | +12.9% |
| 30D | -8.0% | +9.0% | -17.1% | -13.3% |
| 3M | -29.5% | -5.6% | -24.0% | -27.6% |
| 6M | -31.9% | -10.7% | -21.2% | -28.7% |
| YTD | +35.3% | -17.2% | +52.5% | +47.9% |
| 1Y | +50.3% | -14.2% | +64.5% | +60.7% |
| 3Y | +216.4% | +15.6% | +200.8% | +185.1% |
| 5Y | +34.4% | +26.2% | +8.2% | +14.3% |
| All | +332.0% | +138.2% | +193.8% | +145.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling