+116.4%
HPE vs MLM
-11.4%
+127.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.4% | -8.0% | -5.9% |
| 7D | -17.0% | +9.1% | -26.1% | -17.9% |
| 30D | -26.7% | +14.6% | -41.4% | -28.2% |
| 3M | -4.1% | +0.3% | -4.4% | -3.2% |
| 6M | +75.4% | -7.5% | +82.9% | +80.4% |
| YTD | +111.0% | -10.2% | +121.3% | +115.6% |
| 1Y | +116.4% | -10.5% | +126.9% | +121.2% |
| All | +116.4% | -11.4% | +127.8% | +121.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 1y: compounded portfolio wealth divided by compounded MLM 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…
1y analysis · Full analysis span regression · 6 months rolling