+370.3%
HPE vs MLM
+138.2%
+232.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.4% |
| 7D | +7.9% | -0.9% | +8.7% | +8.3% |
| 30D | -23.5% | +9.0% | -32.5% | -27.0% |
| 3M | -19.1% | -5.6% | -13.5% | -17.4% |
| 6M | +51.4% | -10.7% | +62.1% | +56.9% |
| YTD | +103.4% | -17.2% | +120.6% | +117.6% |
| 1Y | +114.4% | -14.2% | +128.6% | +125.3% |
| 3Y | +224.7% | +15.6% | +209.0% | +193.3% |
| 5Y | +277.8% | +26.2% | +251.5% | +220.4% |
| All | +370.3% | +138.2% | +232.0% | +171.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling