-17.3%
MCHP vs MLM
+25.7%
-43.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.1% |
| 7D | +5.7% | -0.9% | +6.6% | +6.4% |
| 30D | -13.4% | +9.0% | -22.5% | -18.2% |
| 3M | -20.1% | -5.6% | -14.6% | -16.9% |
| 6M | -35.5% | -10.7% | -24.8% | -30.9% |
| YTD | -1.6% | -17.2% | +15.6% | +9.5% |
| 1Y | +15.5% | -14.2% | +29.7% | +25.3% |
| 3Y | -13.2% | +15.6% | -28.8% | -27.0% |
| All | -17.3% | +25.7% | -43.0% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling