+599.2%
HPE vs MLM
+279.0%
+320.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.8% | +5.6% | +5.2% |
| 7D | +0.3% | -5.8% | +6.1% | +3.3% |
| 30D | -28.6% | +9.8% | -38.4% | -31.9% |
| 3M | -7.4% | -5.2% | -2.2% | -5.7% |
| 6M | +63.7% | -10.3% | +74.0% | +69.2% |
| YTD | +111.7% | -15.5% | +127.2% | +124.0% |
| 1Y | +123.5% | -15.0% | +138.5% | +135.8% |
| 3Y | +238.7% | +17.5% | +221.2% | +205.2% |
| 5Y | +261.0% | +30.5% | +230.5% | +203.7% |
| 10Y | +390.2% | +145.5% | +244.7% | +189.8% |
| All | +599.2% | +279.0% | +320.2% | +227.3% |
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 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