+23.5%
INTC vs MLM
+29.9%
-6.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.8% |
| 7D | -4.0% | -2.9% | -1.1% | -2.4% |
| 30D | -44.5% | +10.4% | -54.9% | -47.7% |
| 3M | -40.4% | -3.7% | -36.7% | -39.7% |
| 6M | -53.5% | -10.3% | -43.2% | -51.7% |
| YTD | +57.5% | -14.8% | +72.3% | +66.9% |
| 1Y | +51.2% | -13.9% | +65.1% | +58.9% |
| 3Y | +51.6% | +18.4% | +33.2% | +29.9% |
| 5Y | +23.5% | +31.8% | -8.3% | -6.2% |
| All | +23.5% | +29.9% | -6.5% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling