+372.4%
HPE vs MLM
+149.0%
+223.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.1% |
| 7D | -9.7% | -2.9% | -6.9% | -8.3% |
| 30D | -34.8% | +10.4% | -45.2% | -38.1% |
| 3M | -12.1% | -3.7% | -8.4% | -11.1% |
| 6M | +53.7% | -10.3% | +64.0% | +59.1% |
| YTD | +101.9% | -14.8% | +116.7% | +113.2% |
| 1Y | +104.3% | -13.9% | +118.2% | +114.4% |
| 3Y | +223.1% | +18.4% | +204.7% | +188.7% |
| 5Y | +249.2% | +31.8% | +217.4% | +190.2% |
| 10Y | +372.4% | +143.4% | +229.0% | +169.7% |
| All | +372.4% | +149.0% | +223.4% | +169.7% |
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