+2,763.2%
MLM vs KMX
+378.2%
+2,385.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.6% | -0.6% | -4.2% |
| 7D | -1.2% | -6.4% | +5.1% | +0.2% |
| 30D | +7.9% | -4.9% | +12.8% | +9.0% |
| 3M | -4.5% | -7.2% | +2.7% | -3.2% |
| 6M | -12.6% | +41.2% | -53.9% | -19.5% |
| YTD | -14.9% | +36.1% | -51.0% | -21.7% |
| 1Y | -13.1% | +28.9% | -42.0% | -20.0% |
| 3Y | +21.2% | -21.5% | +42.7% | +21.0% |
| 5Y | +32.0% | -66.0% | +98.0% | +52.4% |
| 10Y | +195.3% | +4.1% | +191.2% | +165.6% |
| All | +2,763.2% | +378.2% | +2,385.1% | +1,670.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling