+1,824.5%
MKSI vs MLM
+1,224.8%
+599.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.4% |
| 7D | +25.3% | -2.0% | +27.3% | +26.5% |
| 30D | -10.5% | +9.5% | -20.0% | -14.8% |
| 3M | -27.7% | -4.7% | -23.0% | -26.5% |
| 6M | -28.8% | -10.7% | -18.1% | -26.1% |
| YTD | +39.0% | -16.6% | +55.5% | +49.0% |
| 1Y | +45.2% | -15.4% | +60.6% | +54.7% |
| 3Y | +218.8% | +15.9% | +202.9% | +195.5% |
| 5Y | +38.1% | +27.1% | +10.9% | +23.5% |
| 10Y | +360.8% | +142.3% | +218.5% | +192.4% |
| All | +1,824.5% | +1,224.8% | +599.7% | +445.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling