+181.2%
MLM vs ALLE
+222.4%
-41.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.3% |
| 7D | -4.1% | -0.6% | -3.6% | -3.7% |
| 30D | +8.2% | +25.3% | -17.2% | -5.6% |
| 3M | -3.6% | +10.3% | -13.9% | -9.3% |
| 6M | -15.6% | +38.0% | -53.6% | -30.8% |
| YTD | -16.4% | +17.8% | -34.2% | -25.3% |
| 1Y | -14.3% | +13.6% | -27.9% | -21.8% |
| 3Y | +19.3% | +89.2% | -69.9% | -22.2% |
| 5Y | +29.6% | +51.1% | -21.5% | -4.7% |
| All | +181.2% | +222.4% | -41.2% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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