+109.3%
INTC vs MLM
+167.5%
-58.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.5% | +3.0% | +4.6% |
| 7D | -1.0% | -3.8% | +2.8% | +0.5% |
| 30D | -43.3% | +11.0% | -54.3% | -45.8% |
| 3M | -41.6% | -3.1% | -38.5% | -41.3% |
| 6M | -52.5% | -9.8% | -42.7% | -51.3% |
| YTD | +60.9% | -14.4% | +75.3% | +67.7% |
| 1Y | +55.7% | -12.6% | +68.3% | +60.8% |
| 3Y | +59.2% | +19.7% | +39.4% | +45.9% |
| 5Y | +25.0% | +29.8% | -4.7% | +9.5% |
| 10Y | +109.3% | +153.5% | -44.2% | +43.1% |
| All | +109.3% | +167.5% | -58.2% | +43.1% |
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