+137.7%
MCHP vs MLM
+140.5%
-2.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.4% |
| 7D | -17.5% | -5.8% | -11.7% | -14.3% |
| 30D | -15.8% | +9.8% | -25.7% | -20.0% |
| 3M | -22.9% | -5.2% | -17.7% | -20.5% |
| 6M | -36.6% | -10.3% | -26.3% | -33.0% |
| YTD | -0.8% | -15.5% | +14.6% | +7.4% |
| 1Y | +16.5% | -15.0% | +31.6% | +25.9% |
| 3Y | -13.6% | +17.5% | -31.1% | -22.6% |
| 5Y | -17.0% | +30.5% | -47.6% | -30.7% |
| 10Y | +137.7% | +145.5% | -7.8% | +35.4% |
| All | +137.7% | +140.5% | -2.9% | +35.4% |
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