-13.4%
MLM vs ALC
+2.0%
-15.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.4% |
| 7D | -3.8% | +2.1% | -5.9% | -4.5% |
| 30D | +11.0% | +17.2% | -6.2% | +5.7% |
| 3M | -3.1% | +4.6% | -7.7% | -4.6% |
| 6M | -9.8% | +20.1% | -29.9% | -14.4% |
| YTD | -14.4% | -4.2% | -10.2% | -14.1% |
| All | -13.4% | +2.0% | -15.4% | -14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling