+126.5%
MCHP vs MLM
+185.4%
-58.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -1.8% | -8.2% | -9.0% |
| 7D | -24.6% | -4.1% | -20.4% | -22.6% |
| 30D | -25.2% | +8.2% | -33.4% | -28.2% |
| 3M | -21.1% | -3.6% | -17.5% | -19.3% |
| 6M | -42.7% | -15.6% | -27.1% | -37.5% |
| YTD | -6.9% | -16.4% | +9.6% | +1.4% |
| 1Y | +0.9% | -14.3% | +15.2% | +8.4% |
| 3Y | -16.2% | +19.3% | -35.5% | -25.4% |
| 5Y | -24.1% | +29.6% | -53.7% | -36.1% |
| All | +126.5% | +185.4% | -58.9% | +32.4% |
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