+6,074.4%
MCHP vs MLM
+2,981.8%
+3,092.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -1.8% | -8.2% | -9.3% |
| 7D | -24.6% | -4.1% | -20.4% | -23.1% |
| 30D | -25.2% | +8.2% | -33.4% | -27.5% |
| 3M | -21.1% | -3.6% | -17.5% | -19.7% |
| 6M | -42.7% | -15.6% | -27.1% | -38.8% |
| YTD | -6.9% | -16.4% | +9.6% | -0.5% |
| 1Y | +0.9% | -14.3% | +15.2% | +6.7% |
| 3Y | -16.2% | +19.3% | -35.5% | -22.4% |
| 5Y | -24.1% | +29.6% | -53.7% | -32.0% |
| 10Y | +134.1% | +189.9% | -55.8% | +48.8% |
| All | +6,074.4% | +2,981.8% | +3,092.6% | +1,320.6% |
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