+32.0%
MLM vs ALLE
+51.8%
-19.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.9% | -2.3% | -3.6% |
| 7D | -1.2% | 0.0% | -1.3% | -1.2% |
| 30D | +7.9% | +20.6% | -12.6% | -2.8% |
| 3M | -4.5% | +11.4% | -15.9% | -10.2% |
| 6M | -12.6% | +42.5% | -55.2% | -28.7% |
| YTD | -14.9% | +18.9% | -33.8% | -23.6% |
| 1Y | -13.1% | +14.2% | -27.2% | -20.3% |
| 3Y | +21.2% | +90.7% | -69.5% | -20.2% |
| 5Y | +32.0% | +52.5% | -20.5% | -1.4% |
| All | +32.0% | +51.8% | -19.8% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling