+3,327.9%
MLM vs ALK
+946.6%
+2,381.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.8% | -6.4% | -0.1% |
| 7D | +9.1% | +12.4% | -3.3% | +5.5% |
| 30D | +14.6% | +2.1% | +12.6% | +13.7% |
| 3M | +0.3% | -23.9% | +24.2% | +7.5% |
| 6M | -7.5% | +8.2% | -15.7% | -10.6% |
| YTD | -10.2% | -20.5% | +10.2% | -6.6% |
| 1Y | -10.5% | -1.0% | -9.4% | -12.7% |
| 3Y | +27.8% | +19.2% | +8.6% | +12.0% |
| 5Y | +38.9% | -28.2% | +67.1% | +37.9% |
| 10Y | +211.4% | -39.2% | +250.6% | +196.9% |
| All | +3,327.9% | +946.6% | +2,381.3% | +1,237.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling