+276.2%
HPE vs MLM
+25.7%
+250.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.4% |
| 7D | +7.9% | -0.9% | +8.7% | +8.4% |
| 30D | -23.5% | +9.0% | -32.5% | -27.1% |
| 3M | -19.1% | -5.6% | -13.5% | -17.2% |
| 6M | +51.4% | -10.7% | +62.1% | +57.4% |
| YTD | +103.4% | -17.2% | +120.6% | +118.9% |
| 1Y | +114.4% | -14.2% | +128.6% | +125.8% |
| 3Y | +224.7% | +15.6% | +209.0% | +185.0% |
| All | +276.2% | +25.7% | +250.5% | +203.3% |
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 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