+193.1%
MKSI vs MLM
+19.3%
+173.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.4% |
| 7D | +7.7% | +1.4% | +6.3% | +6.7% |
| 30D | -12.9% | -6.5% | -6.3% | -8.7% |
| 3M | -14.8% | -7.4% | -7.4% | -12.2% |
| 6M | +26.6% | -15.8% | +42.5% | +41.2% |
| YTD | +66.6% | -17.4% | +84.0% | +85.9% |
| 1Y | +144.6% | -17.9% | +162.4% | +173.6% |
| 3Y | +193.1% | +18.9% | +174.3% | +147.7% |
| All | +193.1% | +19.3% | +173.9% | +147.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling