+298.8%
HPE vs MLM
+41.9%
+256.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.6% | -5.1% |
| 7D | -0.6% | -2.9% | +2.3% | +0.8% |
| 30D | -2.3% | -6.8% | +4.5% | +1.0% |
| 3M | -2.9% | -11.2% | +8.4% | +1.8% |
| 6M | +143.6% | -21.8% | +165.4% | +172.9% |
| YTD | +118.5% | -17.0% | +135.5% | +135.6% |
| 1Y | +129.2% | -16.4% | +145.6% | +145.6% |
| 3Y | +212.5% | +14.5% | +198.0% | +178.6% |
| All | +298.8% | +41.9% | +256.8% | +209.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling