+60.0%
MLM vs ALHC
-60.3%
+120.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -7.1% | +2.0% | -4.6% |
| 7D | -1.2% | -6.2% | +5.0% | -0.8% |
| 30D | +7.9% | -9.7% | +17.6% | +8.5% |
| 3M | -4.5% | -44.7% | +40.3% | -0.8% |
| 6M | -12.6% | -58.7% | +46.0% | -8.0% |
| YTD | -14.9% | -61.7% | +46.9% | -10.2% |
| 1Y | -13.1% | -55.7% | +42.6% | -9.4% |
| 3Y | +21.2% | +25.6% | -4.4% | +11.4% |
| 5Y | +32.0% | -65.8% | +97.8% | +25.1% |
| All | +60.0% | -60.3% | +120.3% | +47.2% |
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