+57.1%
MLM vs ALHC
-61.5%
+118.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.6% |
| 7D | -4.1% | +1.0% | -5.1% | -4.2% |
| 30D | +8.2% | -14.2% | +22.3% | +9.2% |
| 3M | -3.6% | -45.1% | +41.6% | +0.2% |
| 6M | -15.6% | -59.5% | +44.0% | -10.9% |
| YTD | -16.4% | -62.8% | +46.4% | -11.6% |
| 1Y | -14.3% | -55.5% | +41.1% | -10.8% |
| 3Y | +19.3% | +25.7% | -6.4% | +9.6% |
| 5Y | +29.6% | -66.8% | +96.4% | +23.1% |
| All | +57.1% | -61.5% | +118.5% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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