-14.3%
MLM vs ALLE
+13.1%
-27.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | -4.1% | -0.6% | -3.6% | -3.8% |
| 30D | +8.2% | +25.3% | -17.2% | -2.3% |
| 3M | -3.6% | +10.3% | -13.9% | -7.7% |
| 6M | -15.6% | +38.0% | -53.6% | -27.4% |
| YTD | -16.4% | +17.8% | -34.2% | -25.0% |
| 1Y | -14.3% | +13.6% | -27.9% | -21.9% |
| All | -14.3% | +13.1% | -27.5% | -21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling