+213.2%
MKSI vs MLM
+19.0%
+194.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.2% |
| 7D | +4.0% | -2.9% | +6.9% | +6.3% |
| 30D | -19.3% | +10.4% | -29.7% | -25.4% |
| 3M | -26.9% | -3.7% | -23.2% | -25.4% |
| 6M | -31.7% | -10.3% | -21.5% | -27.8% |
| YTD | +33.9% | -14.8% | +48.7% | +45.6% |
| 1Y | +34.9% | -13.9% | +48.8% | +45.2% |
| All | +213.2% | +19.0% | +194.2% | +125.6% |
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 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