+0.9%
MCHP vs MLM
-14.5%
+15.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -1.8% | -8.2% | -9.1% |
| 7D | -24.6% | -4.1% | -20.4% | -22.5% |
| 30D | -25.2% | +8.2% | -33.4% | -27.6% |
| 3M | -21.1% | -3.6% | -17.5% | -19.4% |
| 6M | -42.7% | -15.6% | -27.1% | -38.4% |
| YTD | -6.9% | -16.4% | +9.6% | -5.9% |
| 1Y | +0.9% | -14.3% | +15.2% | -0.3% |
| All | +0.9% | -14.5% | +15.4% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling