+56.0%
MLM vs ALHC
-28.9%
+85.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.1% |
| 7D | -2.9% | -0.6% | -2.3% | -2.9% |
| 30D | -6.8% | -1.0% | -5.8% | -6.8% |
| 3M | -11.2% | -10.2% | -1.1% | -11.1% |
| 6M | -21.8% | -28.3% | +6.4% | -20.7% |
| YTD | -17.0% | -31.4% | +14.5% | -15.6% |
| 1Y | -16.4% | -16.9% | +0.6% | -16.4% |
| 3Y | +14.5% | +135.5% | -121.0% | +0.3% |
| 5Y | +41.7% | -33.6% | +75.4% | +28.5% |
| All | +56.0% | -28.9% | +85.0% | +38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling