+117.2%
MPC vs MLM
-11.4%
+128.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.4% | -10.5% | -7.4% |
| 7D | -10.9% | +9.1% | -20.0% | -8.5% |
| 30D | -9.4% | +14.6% | -24.0% | -5.5% |
| 3M | +26.0% | +0.3% | +25.7% | +26.8% |
| 6M | +56.5% | -7.5% | +64.0% | +56.1% |
| YTD | +144.3% | -10.2% | +154.5% | +141.3% |
| 1Y | +117.2% | -10.5% | +127.7% | +115.3% |
| All | +117.2% | -11.4% | +128.6% | +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