+137.4%
MCK vs MLM
+15.7%
+121.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | +4.0% | -0.9% | +4.8% | +4.1% |
| 30D | +12.9% | +9.0% | +3.9% | +11.8% |
| 3M | +28.9% | -5.6% | +34.4% | +29.6% |
| 6M | +49.9% | -10.7% | +60.6% | +51.6% |
| YTD | +34.8% | -17.2% | +52.0% | +37.0% |
| 1Y | +30.8% | -14.2% | +45.1% | +32.3% |
| 3Y | +137.4% | +15.6% | +121.8% | +146.1% |
| All | +137.4% | +15.7% | +121.8% | +146.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling