+18.0%
MLM vs ALC
+2.0%
+15.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.1% |
| 7D | -5.8% | -6.3% | +0.4% | -3.8% |
| 30D | +9.8% | +12.6% | -2.8% | +5.9% |
| 3M | -5.2% | -3.8% | -1.3% | -4.2% |
| 6M | -10.3% | +16.8% | -27.1% | -14.5% |
| YTD | -15.5% | -7.6% | -7.9% | -14.1% |
| 1Y | -15.0% | -5.9% | -9.2% | -14.2% |
| All | +18.0% | +2.0% | +15.9% | +13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling