+448.4%
MLM vs ALLY
+101.5%
+346.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.3% | -3.8% | -4.6% |
| 7D | -1.2% | -1.1% | -0.1% | -0.8% |
| 30D | +7.9% | +4.2% | +3.8% | +6.2% |
| 3M | -4.5% | -12.4% | +7.9% | +0.6% |
| 6M | -12.6% | -8.7% | -4.0% | -9.6% |
| YTD | -14.9% | -11.6% | -3.2% | -11.2% |
| 1Y | -13.1% | +0.2% | -13.2% | -13.9% |
| 3Y | +21.2% | +57.1% | -35.9% | -4.7% |
| 5Y | +32.0% | -6.8% | +38.8% | +23.4% |
| 10Y | +195.3% | +200.4% | -5.0% | +48.0% |
| All | +448.4% | +101.5% | +346.9% | +187.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling