+1,093.9%
MPC vs MLM
+190.7%
+903.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.2% | +1.3% | -1.6% |
| 7D | -12.8% | -1.2% | -11.5% | -12.4% |
| 30D | -12.7% | +7.9% | -20.7% | -16.1% |
| 3M | +27.1% | -4.5% | +31.5% | +28.7% |
| 6M | +45.8% | -12.6% | +58.4% | +51.7% |
| YTD | +134.7% | -14.9% | +149.6% | +143.4% |
| 1Y | +106.0% | -13.1% | +119.1% | +111.0% |
| 3Y | +165.5% | +21.2% | +144.3% | +120.3% |
| 5Y | +540.9% | +32.0% | +508.9% | +385.3% |
| All | +1,093.9% | +190.7% | +903.2% | +438.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling