+206.1%
MLM vs ALLY
+191.1%
+15.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -2.9% | +3.7% | -6.6% | -4.3% |
| 30D | -6.8% | -2.3% | -4.6% | -6.0% |
| 3M | -11.2% | +3.8% | -15.1% | -12.6% |
| 6M | -21.8% | +9.7% | -31.5% | -24.9% |
| YTD | -17.0% | -1.4% | -15.6% | -17.1% |
| 1Y | -16.4% | +8.2% | -24.6% | -19.9% |
| 3Y | +14.5% | +66.5% | -52.0% | -12.8% |
| 5Y | +41.7% | +1.2% | +40.5% | +28.2% |
| All | +206.1% | +191.1% | +15.0% | +44.3% |
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