+211.8%
HPQ vs MLM
+206.1%
+5.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.7% |
| 7D | +6.9% | -2.9% | +9.9% | +8.3% |
| 30D | +14.4% | -6.8% | +21.3% | +18.0% |
| 3M | +25.6% | -11.2% | +36.9% | +31.6% |
| 6M | +75.0% | -21.8% | +96.9% | +92.9% |
| YTD | +50.7% | -17.0% | +67.7% | +61.0% |
| 1Y | +18.7% | -16.4% | +35.0% | +26.1% |
| 3Y | +21.5% | +14.5% | +7.0% | +9.7% |
| 5Y | +31.6% | +41.7% | -10.2% | +5.8% |
| All | +211.8% | +206.1% | +5.6% | +75.1% |
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