+30.5%
MLM vs KMX
-64.5%
+95.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -5.8% | -2.3% | -3.6% | -5.3% |
| 30D | +9.8% | +6.3% | +3.5% | +8.3% |
| 3M | -5.2% | -7.4% | +2.2% | -3.9% |
| 6M | -10.3% | +37.9% | -48.2% | -17.3% |
| YTD | -15.5% | +39.5% | -54.9% | -23.3% |
| 1Y | -15.0% | +57.9% | -72.9% | -25.3% |
| 3Y | +17.5% | -15.0% | +32.4% | +15.6% |
| 5Y | +30.5% | -64.1% | +94.7% | +65.2% |
| All | +30.5% | -64.5% | +95.0% | +65.2% |
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