+365.4%
HPE vs MLM
+167.5%
+197.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.5% | +3.7% | +5.0% |
| 7D | -7.1% | -3.8% | -3.3% | -5.3% |
| 30D | -35.3% | +11.0% | -46.3% | -38.7% |
| 3M | -10.4% | -3.1% | -7.4% | -9.7% |
| 6M | +52.5% | -9.8% | +62.3% | +57.4% |
| YTD | +100.3% | -14.4% | +114.6% | +111.0% |
| 1Y | +106.4% | -12.6% | +118.9% | +115.0% |
| 3Y | +227.4% | +19.7% | +207.7% | +191.1% |
| 5Y | +250.6% | +29.8% | +220.8% | +193.5% |
| 10Y | +365.4% | +153.5% | +211.8% | +164.1% |
| All | +365.4% | +167.5% | +197.9% | +164.1% |
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