+186.5%
MLM vs ALK
-42.1%
+228.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.2% | -1.9% | -4.1% |
| 7D | -1.2% | +7.1% | -8.3% | -3.4% |
| 30D | +7.9% | -3.0% | +10.9% | +8.6% |
| 3M | -4.5% | -25.6% | +21.2% | +4.3% |
| 6M | -12.6% | +0.5% | -13.1% | -14.0% |
| YTD | -14.9% | -23.1% | +8.2% | -10.1% |
| 1Y | -13.1% | -7.5% | -5.5% | -13.8% |
| 3Y | +21.2% | +15.3% | +5.9% | +2.5% |
| 5Y | +32.0% | -34.8% | +66.8% | +34.1% |
| All | +186.5% | -42.1% | +228.6% | +153.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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