+3,101.0%
MPC vs MLM
+636.0%
+2,465.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.2% |
| 7D | +5.4% | -2.9% | +8.3% | +6.8% |
| 30D | +31.0% | -6.8% | +37.8% | +35.0% |
| 3M | +46.0% | -11.2% | +57.3% | +52.2% |
| 6M | +77.3% | -21.8% | +99.2% | +94.3% |
| YTD | +141.9% | -17.0% | +158.9% | +155.4% |
| 1Y | +120.9% | -16.4% | +137.3% | +131.2% |
| 3Y | +182.7% | +14.5% | +168.2% | +144.2% |
| 5Y | +646.4% | +41.7% | +604.7% | +451.6% |
| 10Y | +1,138.7% | +200.0% | +938.7% | +484.5% |
| All | +3,101.0% | +636.0% | +2,465.0% | +778.2% |
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