+621.7%
HPE vs MLM
+272.2%
+349.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.6% | -5.0% |
| 7D | -0.6% | -2.9% | +2.3% | +0.7% |
| 30D | -2.3% | -6.8% | +4.5% | +0.8% |
| 3M | -2.9% | -11.2% | +8.4% | +1.5% |
| 6M | +143.6% | -21.8% | +165.4% | +169.7% |
| YTD | +118.5% | -17.0% | +135.5% | +134.3% |
| 1Y | +129.2% | -16.4% | +145.6% | +144.7% |
| 3Y | +212.5% | +14.5% | +198.0% | +185.6% |
| 5Y | +286.9% | +41.7% | +245.2% | +214.7% |
| 10Y | +432.3% | +200.0% | +232.3% | +191.9% |
| All | +621.7% | +272.2% | +349.5% | +242.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling