+171.3%
MLM vs ALC
+34.7%
+136.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.0% | -4.2% | -4.7% |
| 7D | -1.2% | +7.6% | -8.8% | -4.4% |
| 30D | +7.9% | +21.1% | -13.2% | -0.8% |
| 3M | -4.5% | +8.5% | -12.9% | -8.0% |
| 6M | -12.6% | +2.8% | -15.5% | -14.6% |
| YTD | -14.9% | -2.4% | -12.5% | -15.0% |
| 1Y | -13.1% | +3.5% | -16.5% | -15.6% |
| 3Y | +21.2% | +4.2% | +17.0% | +13.2% |
| 5Y | +32.0% | -9.0% | +41.0% | +29.5% |
| All | +171.3% | +34.7% | +136.6% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling