+131.0%
MCHP vs MLM
+167.5%
-36.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.5% | +2.9% | +4.0% |
| 7D | -19.2% | -3.8% | -15.4% | -17.1% |
| 30D | -18.6% | +11.0% | -29.6% | -23.0% |
| 3M | -27.0% | -3.1% | -23.9% | -25.6% |
| 6M | -37.3% | -9.8% | -27.5% | -33.9% |
| YTD | -1.8% | -14.4% | +12.5% | +5.5% |
| 1Y | +12.1% | -12.6% | +24.7% | +19.2% |
| 3Y | -10.0% | +19.7% | -29.7% | -20.2% |
| 5Y | -17.3% | +29.8% | -47.0% | -30.7% |
| 10Y | +131.0% | +153.5% | -22.5% | +31.3% |
| All | +131.0% | +167.5% | -36.5% | +31.3% |
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 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