+1,754.7%
MKSI vs MLM
+1,252.7%
+502.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | +4.0% | -2.9% | +6.9% | +5.6% |
| 30D | -19.3% | +10.4% | -29.7% | -23.4% |
| 3M | -26.9% | -3.7% | -23.2% | -26.0% |
| 6M | -31.7% | -10.3% | -21.5% | -29.2% |
| YTD | +33.9% | -14.8% | +48.7% | +42.2% |
| 1Y | +34.9% | -13.9% | +48.8% | +42.5% |
| 3Y | +207.2% | +18.4% | +188.9% | +182.0% |
| 5Y | +41.1% | +31.8% | +9.3% | +24.1% |
| 10Y | +361.0% | +143.4% | +217.5% | +191.6% |
| All | +1,754.7% | +1,252.7% | +502.1% | +420.7% |
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