+137.7%
MKSI vs MLM
-17.7%
+155.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +4.9% | -1.3% | +6.2% | +5.4% |
| 30D | -11.0% | -9.1% | -1.9% | -7.5% |
| 3M | -17.1% | -9.0% | -8.1% | -15.8% |
| 6M | +16.4% | -17.0% | +33.5% | +25.1% |
| YTD | +64.3% | -19.0% | +83.2% | +73.6% |
| 1Y | +137.7% | -18.1% | +155.8% | +142.2% |
| All | +137.7% | -17.7% | +155.4% | +142.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling