+165.5%
HPQ vs MLM
+185.4%
-19.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -2.5% |
| 7D | -1.1% | -4.1% | +3.0% | +0.7% |
| 30D | -11.7% | +8.2% | -19.9% | -14.9% |
| 3M | +2.0% | -3.6% | +5.6% | +3.2% |
| 6M | +35.9% | -15.6% | +51.4% | +44.7% |
| YTD | +32.7% | -16.4% | +49.1% | +40.9% |
| 1Y | +14.3% | -14.3% | +28.6% | +19.9% |
| 3Y | +17.8% | +19.3% | -1.5% | +4.4% |
| 5Y | +7.6% | +29.6% | -22.0% | -10.2% |
| All | +165.5% | +185.4% | -19.9% | +51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling