+28.2%
MLM vs ALLE
+96.3%
-68.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +1.5% |
| 7D | +9.1% | +6.7% | +2.5% | +6.0% |
| 30D | +14.6% | +25.4% | -10.8% | +3.0% |
| 3M | +0.3% | +16.9% | -16.6% | -6.9% |
| 6M | -7.5% | +46.6% | -54.0% | -23.0% |
| YTD | -10.2% | +22.4% | -32.6% | -19.3% |
| 1Y | -10.5% | +17.7% | -28.2% | -18.1% |
| All | +28.2% | +96.3% | -68.2% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling