+4,009.3%
INTC vs MLM
+2,961.7%
+1,047.6%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.1% | +3.4% | +4.1% |
| 7D | +7.1% | -2.9% | +10.0% | +8.1% |
| 30D | -5.2% | -6.8% | +1.6% | -3.0% |
| 3M | -14.3% | -11.2% | -3.1% | -11.5% |
| 6M | +110.2% | -21.8% | +132.0% | +126.7% |
| YTD | +159.6% | -17.0% | +176.6% | +173.5% |
| 1Y | +289.3% | -16.4% | +305.6% | +308.1% |
| 3Y | +166.1% | +14.5% | +151.6% | +152.1% |
| 5Y | +94.4% | +41.7% | +52.6% | +70.7% |
| 10Y | +227.7% | +200.0% | +27.7% | +112.7% |
| All | +4,009.3% | +2,961.7% | +1,047.6% | +1,174.4% |
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