+225.2%
MRK vs MLM
+161.0%
+64.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.2% |
| 7D | -1.9% | -4.1% | +2.3% | -1.2% |
| 30D | +2.8% | +8.2% | -5.4% | +1.4% |
| 3M | +15.0% | -3.6% | +18.6% | +15.6% |
| 6M | +30.9% | -15.6% | +46.5% | +34.2% |
| YTD | +42.3% | -16.4% | +58.7% | +45.8% |
| 1Y | +76.1% | -14.3% | +90.4% | +79.7% |
| 3Y | +54.1% | +19.3% | +34.8% | +47.5% |
| 5Y | +109.5% | +29.6% | +79.9% | +95.2% |
| All | +225.2% | +161.0% | +64.1% | +156.1% |
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