+2,710.7%
MLM vs KMX
+368.0%
+2,342.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.4% |
| 7D | -4.1% | -7.4% | +3.3% | -2.5% |
| 30D | +8.2% | -3.4% | +11.5% | +8.9% |
| 3M | -3.6% | -11.3% | +7.7% | -1.4% |
| 6M | -15.6% | +30.6% | -46.1% | -20.8% |
| YTD | -16.4% | +33.2% | -49.7% | -22.7% |
| 1Y | -14.3% | +66.7% | -81.1% | -24.7% |
| 3Y | +19.3% | -22.1% | +41.4% | +19.3% |
| 5Y | +29.6% | -66.7% | +96.3% | +50.3% |
| 10Y | +189.9% | +1.9% | +188.0% | +161.9% |
| All | +2,710.7% | +368.0% | +2,342.7% | +1,645.8% |
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