+25.7%
MLM vs KMX
-66.8%
+92.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.3% |
| 7D | -4.1% | -7.4% | +3.3% | -2.4% |
| 30D | +8.2% | -3.4% | +11.5% | +9.0% |
| 3M | -3.6% | -11.3% | +7.7% | -1.2% |
| 6M | -15.6% | +30.6% | -46.1% | -21.2% |
| YTD | -16.4% | +33.2% | -49.7% | -23.3% |
| 1Y | -14.3% | +66.7% | -81.1% | -25.7% |
| 3Y | +19.3% | -22.1% | +41.4% | +20.0% |
| All | +25.7% | -66.8% | +92.5% | +63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling