+18.0%
HPQ vs MLM
+18.0%
-0.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.2% |
| 7D | -3.2% | -5.8% | +2.6% | -1.3% |
| 30D | -3.0% | +9.8% | -12.9% | -6.4% |
| 3M | +0.6% | -5.2% | +5.8% | +2.2% |
| 6M | +36.6% | -10.3% | +46.9% | +40.8% |
| YTD | +35.0% | -15.5% | +50.5% | +41.3% |
| 1Y | +23.1% | -15.0% | +38.1% | +28.4% |
| All | +18.0% | +18.0% | -0.1% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling