+192.2%
MCHP vs MLM
+204.6%
-12.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.8% |
| 7D | +2.8% | +1.4% | +1.4% | +2.0% |
| 30D | -12.8% | -6.5% | -6.3% | -9.7% |
| 3M | -19.2% | -7.4% | -11.8% | -16.3% |
| 6M | +14.5% | -15.8% | +30.4% | +24.9% |
| YTD | +17.1% | -17.4% | +34.5% | +28.1% |
| 1Y | +15.3% | -17.9% | +33.2% | +26.3% |
| 3Y | +0.5% | +18.9% | -18.4% | -10.7% |
| 5Y | +6.1% | +43.4% | -37.4% | -14.9% |
| 10Y | +192.2% | +206.2% | -14.0% | +62.4% |
| All | +192.2% | +204.6% | -12.3% | +62.4% |
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 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