+98.7%
INTC vs MLM
+185.4%
-86.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.8% | +9.5% | +8.4% |
| 7D | -14.4% | -4.1% | -10.3% | -13.1% |
| 30D | -50.2% | +8.2% | -58.4% | -52.0% |
| 3M | -43.6% | -3.6% | -40.0% | -43.3% |
| 6M | -50.2% | -15.6% | -34.6% | -47.7% |
| YTD | +52.5% | -16.4% | +68.9% | +60.2% |
| 1Y | +51.1% | -14.3% | +65.5% | +57.2% |
| 3Y | +50.3% | +19.3% | +31.0% | +38.2% |
| 5Y | +19.2% | +29.6% | -10.4% | +4.8% |
| All | +98.7% | +185.4% | -86.7% | +38.7% |
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