+478.3%
MLM vs ALLY
+104.2%
+374.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.8% | -1.4% | +0.8% |
| 7D | +9.1% | +2.4% | +6.7% | +8.1% |
| 30D | +14.6% | +5.6% | +9.1% | +12.2% |
| 3M | +0.3% | -11.7% | +12.0% | +5.3% |
| 6M | -7.5% | -7.0% | -0.4% | -5.0% |
| YTD | -10.2% | -10.4% | +0.2% | -6.9% |
| 1Y | -10.5% | +2.4% | -12.9% | -12.1% |
| 3Y | +27.8% | +59.2% | -31.4% | 0.0% |
| 5Y | +38.9% | -5.0% | +43.9% | +28.8% |
| 10Y | +211.4% | +204.5% | +7.0% | +55.1% |
| All | +478.3% | +104.2% | +374.0% | +201.1% |
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