+27.6%
MCK vs MLM
-11.4%
+39.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.4% | +4.6% | +6.7% |
| 7D | +11.3% | +9.1% | +2.2% | +10.2% |
| 30D | +16.8% | +14.6% | +2.2% | +15.0% |
| 3M | +28.9% | +0.3% | +28.6% | +28.4% |
| 6M | +32.7% | -7.5% | +40.1% | +33.2% |
| YTD | +30.8% | -10.2% | +41.0% | +28.6% |
| 1Y | +27.6% | -10.5% | +38.0% | +25.3% |
| All | +27.6% | -11.4% | +39.0% | +25.3% |
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