+46.2%
HPE vs MLM
-14.1%
+60.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -5.2% | -6.7% | -12.1% |
| 7D | -25.0% | -1.2% | -23.8% | -24.7% |
| 30D | -37.3% | +7.9% | -45.3% | -36.6% |
| 3M | -16.8% | -4.5% | -12.4% | -15.2% |
| All | +46.2% | -14.1% | +60.3% | +54.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling