+93.9%
INTC vs MLM
+41.9%
+51.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.1% | +3.4% | +3.9% |
| 7D | +7.1% | -2.9% | +10.0% | +8.7% |
| 30D | -5.2% | -6.8% | +1.6% | -1.7% |
| 3M | -14.3% | -11.2% | -3.1% | -9.9% |
| 6M | +110.2% | -21.8% | +132.0% | +138.0% |
| YTD | +159.6% | -17.0% | +176.6% | +180.9% |
| 1Y | +289.3% | -16.4% | +305.6% | +316.7% |
| 3Y | +166.1% | +14.5% | +151.6% | +135.1% |
| All | +93.9% | +41.9% | +51.9% | +47.1% |
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 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