+2,692.4%
MLM vs KMX
+475.4%
+2,217.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.9% |
| 7D | -2.9% | +1.9% | -4.8% | -3.3% |
| 30D | -6.8% | +11.7% | -18.5% | -9.0% |
| 3M | -11.2% | +34.9% | -46.1% | -17.1% |
| 6M | -21.8% | +50.3% | -72.1% | -29.1% |
| YTD | -17.0% | +63.8% | -80.8% | -26.4% |
| 1Y | -16.4% | +3.8% | -20.2% | -19.7% |
| 3Y | +14.5% | -24.3% | +38.8% | +15.0% |
| 5Y | +41.7% | -50.2% | +92.0% | +51.0% |
| 10Y | +200.0% | +5.4% | +194.7% | +168.1% |
| All | +2,692.4% | +475.4% | +2,217.0% | +1,563.8% |
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