+31.8%
MLM vs ALHC
-63.9%
+95.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | -1.0% |
| 7D | -2.9% | +3.8% | -6.7% | -3.2% |
| 30D | +10.4% | +1.7% | +8.8% | +10.1% |
| 3M | -3.7% | -44.3% | +40.6% | +0.3% |
| 6M | -10.3% | -57.2% | +47.0% | -5.3% |
| YTD | -14.8% | -61.2% | +46.4% | -9.8% |
| 1Y | -13.9% | -53.2% | +39.3% | -10.4% |
| 3Y | +18.4% | +27.8% | -9.5% | +6.9% |
| 5Y | +31.8% | -65.4% | +97.2% | +28.7% |
| All | +31.8% | -63.9% | +95.7% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling