+186.5%
MLM vs ALLE
+225.5%
-39.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.9% | -2.3% | -3.5% |
| 7D | -1.2% | 0.0% | -1.3% | -1.2% |
| 30D | +7.9% | +20.6% | -12.6% | -3.6% |
| 3M | -4.5% | +11.4% | -15.9% | -10.7% |
| 6M | -12.6% | +42.5% | -55.2% | -29.8% |
| YTD | -14.9% | +18.9% | -33.8% | -24.3% |
| 1Y | -13.1% | +14.2% | -27.2% | -20.9% |
| 3Y | +21.2% | +90.7% | -69.5% | -21.4% |
| 5Y | +32.0% | +52.5% | -20.5% | -3.4% |
| All | +186.5% | +225.5% | -39.0% | +34.2% |
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