+88.6%
MKSI vs MLM
+43.0%
+45.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.4% |
| 7D | +7.7% | +1.4% | +6.3% | +6.6% |
| 30D | -12.9% | -6.5% | -6.3% | -8.3% |
| 3M | -14.8% | -7.4% | -7.4% | -11.6% |
| 6M | +26.6% | -15.8% | +42.5% | +42.2% |
| YTD | +66.6% | -17.4% | +84.0% | +88.1% |
| 1Y | +144.6% | -17.9% | +162.4% | +177.0% |
| 3Y | +193.1% | +18.9% | +174.3% | +138.5% |
| 5Y | +88.6% | +43.4% | +45.2% | +33.4% |
| All | +88.6% | +43.0% | +45.6% | +33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling