+7,134.6%
MCK vs MLM
+3,782.4%
+3,352.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.7% |
| 7D | +1.7% | -2.9% | +4.7% | +2.4% |
| 30D | +3.6% | -6.8% | +10.4% | +5.2% |
| 3M | +20.1% | -11.2% | +31.3% | +22.9% |
| 6M | -7.0% | -21.8% | +14.8% | -2.3% |
| YTD | +11.0% | -17.0% | +28.0% | +14.8% |
| 1Y | +31.8% | -16.4% | +48.2% | +35.9% |
| 3Y | +123.1% | +14.5% | +108.7% | +111.4% |
| 5Y | +351.7% | +41.7% | +309.9% | +301.0% |
| 10Y | +435.4% | +200.0% | +235.4% | +282.5% |
| All | +7,134.6% | +3,782.4% | +3,352.2% | +3,019.9% |
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