+511.3%
MLM vs ALLE
+344.1%
+167.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +1.3% |
| 7D | +9.1% | +6.7% | +2.5% | +5.2% |
| 30D | +14.6% | +25.4% | -10.8% | 0.0% |
| 3M | +0.3% | +16.9% | -16.6% | -8.9% |
| 6M | -7.5% | +46.6% | -54.0% | -26.8% |
| YTD | -10.2% | +22.4% | -32.6% | -21.6% |
| 1Y | -10.5% | +17.7% | -28.2% | -20.0% |
| 3Y | +27.8% | +96.3% | -68.5% | -18.2% |
| 5Y | +38.9% | +57.4% | -18.5% | 0.0% |
| 10Y | +211.4% | +241.0% | -29.6% | +38.8% |
| All | +511.3% | +344.1% | +167.2% | +135.1% |
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