+2,141.3%
INTC vs MLM
+3,039.4%
-898.2%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -5.2% | -5.2% | -8.6% |
| 7D | -43.2% | -1.2% | -42.0% | -43.1% |
| 30D | -53.6% | +7.9% | -61.5% | -54.9% |
| 3M | -48.3% | -4.5% | -43.8% | -47.9% |
| 6M | -51.7% | -12.6% | -39.0% | -50.1% |
| YTD | +41.6% | -14.9% | +56.5% | +47.1% |
| 1Y | +36.1% | -13.1% | +49.2% | +40.4% |
| 3Y | +39.3% | +21.2% | +18.1% | +29.0% |
| 5Y | +10.6% | +32.0% | -21.4% | -1.1% |
| 10Y | +90.4% | +195.3% | -104.9% | +23.7% |
| All | +2,141.3% | +3,039.4% | -898.2% | +585.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling