+340.5%
HPE vs MLM
+185.4%
+155.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +2.2% |
| 7D | -18.7% | -4.1% | -14.6% | -17.1% |
| 30D | -37.9% | +8.2% | -46.1% | -40.5% |
| 3M | -14.4% | -3.6% | -10.8% | -13.6% |
| 6M | +48.2% | -15.6% | +63.8% | +57.7% |
| YTD | +88.6% | -16.4% | +105.0% | +100.7% |
| 1Y | +94.8% | -14.3% | +109.1% | +104.6% |
| 3Y | +202.7% | +19.3% | +183.4% | +170.1% |
| 5Y | +231.6% | +29.6% | +202.1% | +178.7% |
| All | +340.5% | +185.4% | +155.1% | +156.7% |
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