+181.2%
MLM vs ALM
+2,022.9%
-1,841.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -4.0% | -1.9% |
| 7D | -4.1% | -6.7% | +2.5% | -3.9% |
| 30D | +8.2% | -32.9% | +41.1% | +9.5% |
| 3M | -3.6% | -39.5% | +35.9% | -2.2% |
| 6M | -15.6% | -62.0% | +46.4% | -13.4% |
| YTD | -16.4% | -7.8% | -8.6% | -16.8% |
| 1Y | -14.3% | +26.7% | -41.0% | -15.5% |
| 3Y | +19.3% | +825.4% | -806.0% | +9.6% |
| 5Y | +29.6% | +401.2% | -371.6% | +19.8% |
| All | +181.2% | +2,022.9% | -1,841.6% | +152.1% |
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