+186.5%
MLM vs ALM
+1,978.4%
-1,791.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -9.6% | +4.4% | -4.8% |
| 7D | -1.2% | -14.5% | +13.3% | -0.7% |
| 30D | +7.9% | -39.0% | +47.0% | +9.6% |
| 3M | -4.5% | -40.3% | +35.8% | -3.1% |
| 6M | -12.6% | -60.3% | +47.7% | -10.5% |
| YTD | -14.9% | -9.8% | -5.1% | -15.1% |
| 1Y | -13.1% | +30.8% | -43.8% | -14.4% |
| 3Y | +21.2% | +772.4% | -751.2% | +11.6% |
| 5Y | +32.0% | +390.7% | -358.7% | +22.1% |
| All | +186.5% | +1,978.4% | -1,791.9% | +157.0% |
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