+114.4%
HPE vs MLM
-16.0%
+130.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.6% |
| 7D | +7.9% | -0.9% | +8.7% | +8.0% |
| 30D | -23.5% | +9.0% | -32.5% | -24.6% |
| 3M | -19.1% | -5.6% | -13.5% | -17.5% |
| 6M | +51.4% | -10.7% | +62.1% | +54.9% |
| YTD | +103.4% | -17.2% | +120.6% | +109.9% |
| 1Y | +114.4% | -14.2% | +128.6% | +117.3% |
| All | +114.4% | -16.0% | +130.4% | +117.3% |
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