+18.5%
MLM vs ALLE
+42.6%
-24.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.7% |
| 7D | -2.9% | -0.2% | -2.7% | -2.8% |
| 30D | -6.8% | -6.8% | 0.0% | -3.6% |
| 3M | -11.2% | +21.0% | -32.3% | -19.3% |
| 6M | -21.8% | +1.1% | -22.9% | -22.7% |
| YTD | -17.0% | -0.5% | -16.4% | -17.7% |
| 1Y | -16.4% | -7.3% | -9.1% | -14.3% |
| All | +18.5% | +42.6% | -24.0% | -6.3% |
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