+18.5%
MLM vs KMX
-23.7%
+42.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +1.0% |
| 7D | -2.9% | +1.9% | -4.8% | -3.2% |
| 30D | -6.8% | +11.7% | -18.5% | -8.6% |
| 3M | -11.2% | +34.9% | -46.1% | -16.0% |
| 6M | -21.8% | +50.3% | -72.1% | -27.9% |
| YTD | -17.0% | +63.8% | -80.8% | -24.9% |
| 1Y | -16.4% | +3.8% | -20.2% | -17.9% |
| All | +18.5% | -23.7% | +42.3% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 3y: compounded portfolio wealth divided by compounded KMX 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…
3y analysis · Full analysis span regression · 6 months rolling