+465.4%
MLM vs ALLE
+260.9%
+204.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.6% |
| 7D | -2.9% | -0.2% | -2.7% | -2.8% |
| 30D | -6.8% | -6.8% | 0.0% | -2.9% |
| 3M | -11.2% | +21.0% | -32.3% | -21.1% |
| 6M | -21.8% | +1.1% | -22.9% | -22.9% |
| YTD | -17.0% | -0.5% | -16.4% | -17.7% |
| 1Y | -16.4% | -7.3% | -9.1% | -13.8% |
| 3Y | +14.5% | +42.3% | -27.8% | -10.8% |
| 5Y | +41.7% | +13.5% | +28.3% | +24.4% |
| 10Y | +200.0% | +144.0% | +56.0% | +63.1% |
| All | +465.4% | +260.9% | +204.5% | +146.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling