+113.2%
MCK vs MLM
+15.8%
+97.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.0% | +0.5% |
| 7D | -3.6% | -2.7% | -0.9% | -3.3% |
| 30D | +1.4% | -8.3% | +9.8% | +2.4% |
| 3M | +13.8% | -12.0% | +25.8% | +15.3% |
| 6M | -5.2% | -17.6% | +12.5% | -3.3% |
| YTD | +9.0% | -18.9% | +27.9% | +11.0% |
| 1Y | +26.9% | -17.6% | +44.5% | +28.9% |
| All | +113.2% | +15.8% | +97.3% | +111.8% |
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 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