+120.9%
MPC vs MLM
-15.9%
+136.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.6% |
| 7D | +5.4% | -2.9% | +8.3% | +4.6% |
| 30D | +31.0% | -6.8% | +37.8% | +28.6% |
| 3M | +46.0% | -11.2% | +57.3% | +42.4% |
| 6M | +77.3% | -21.8% | +99.2% | +72.9% |
| YTD | +141.9% | -17.0% | +158.9% | +135.0% |
| 1Y | +120.9% | -16.4% | +137.3% | +115.3% |
| All | +120.9% | -15.9% | +136.8% | +115.3% |
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