+153.5%
MLM vs ALM
+2,221.4%
-2,067.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.1% | -5.6% | +2.2% |
| 7D | -3.8% | +0.7% | -4.6% | -3.9% |
| 30D | +11.0% | -26.1% | +37.1% | +12.0% |
| 3M | -3.1% | -38.1% | +35.1% | -1.8% |
| 6M | -9.8% | -55.4% | +45.6% | -8.0% |
| YTD | -14.4% | -0.4% | -14.0% | -14.9% |
| 1Y | -12.6% | +25.4% | -37.9% | -13.7% |
| 3Y | +19.7% | +907.8% | -888.0% | +10.4% |
| 5Y | +29.8% | +440.2% | -410.4% | +20.3% |
| 10Y | +153.5% | +2,031.1% | -1,877.6% | +135.0% |
| All | +153.5% | +2,221.4% | -2,067.9% | +135.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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