+426.6%
MCK vs MLM
+209.3%
+217.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -4.4% | -1.3% | -3.1% | -4.1% |
| 30D | -2.2% | -9.1% | +6.9% | -0.1% |
| 3M | +11.6% | -9.0% | +20.5% | +13.6% |
| 6M | -4.9% | -17.0% | +12.1% | -1.3% |
| YTD | +7.7% | -19.0% | +26.7% | +12.0% |
| 1Y | +25.2% | -18.1% | +43.3% | +29.8% |
| 3Y | +112.1% | +16.7% | +95.5% | +98.4% |
| 5Y | +345.8% | +40.2% | +305.6% | +290.3% |
| All | +426.6% | +209.3% | +217.3% | +287.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling