+143.4%
MLM vs ALLY
+182.8%
-39.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.4% |
| 7D | -2.9% | -0.7% | -2.2% | -2.6% |
| 30D | +10.4% | +1.1% | +9.3% | +9.9% |
| 3M | -3.7% | -13.2% | +9.5% | +1.8% |
| 6M | -10.3% | -13.5% | +3.2% | -5.1% |
| YTD | -14.8% | -14.3% | -0.5% | -10.0% |
| 1Y | -13.9% | -1.1% | -12.7% | -14.2% |
| 3Y | +18.4% | +62.0% | -43.6% | -8.6% |
| 5Y | +31.8% | -9.6% | +41.5% | +25.1% |
| 10Y | +143.4% | +176.0% | -32.5% | +23.3% |
| All | +143.4% | +182.8% | -39.4% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling