+7,748.4%
MCHP vs MLM
+2,961.7%
+4,786.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.0% |
| 7D | +1.7% | -2.9% | +4.6% | +2.9% |
| 30D | -4.1% | -6.8% | +2.7% | -1.2% |
| 3M | -22.5% | -11.2% | -11.3% | -19.0% |
| 6M | +7.3% | -21.8% | +29.1% | +18.2% |
| YTD | +18.4% | -17.0% | +35.4% | +26.6% |
| 1Y | +18.1% | -16.4% | +34.5% | +25.8% |
| 3Y | -2.8% | +14.5% | -17.3% | -8.9% |
| 5Y | +5.5% | +41.7% | -36.3% | -8.8% |
| 10Y | +185.8% | +200.0% | -14.2% | +79.0% |
| All | +7,748.4% | +2,961.7% | +4,786.7% | +1,707.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling