+140.5%
MLM vs ALM
+1,942.8%
-1,802.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.2% | -1.1% |
| 7D | -2.0% | -4.0% | +2.0% | -1.9% |
| 30D | +9.5% | -30.5% | +40.0% | +10.7% |
| 3M | -4.7% | -46.9% | +42.2% | -3.0% |
| 6M | -10.7% | -65.5% | +54.8% | -8.2% |
| YTD | -16.6% | -13.4% | -3.2% | -16.7% |
| 1Y | -15.4% | +9.8% | -25.2% | -16.2% |
| 3Y | +15.9% | +783.1% | -767.2% | +7.0% |
| 5Y | +27.1% | +378.3% | -351.1% | +18.1% |
| All | +140.5% | +1,942.8% | -1,802.4% | +120.2% |
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