+131.3%
MRK vs MLM
+41.9%
+89.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.5% | -1.5% |
| 7D | +1.3% | -2.9% | +4.2% | +1.8% |
| 30D | +17.1% | -6.8% | +24.0% | +18.3% |
| 3M | +25.9% | -11.2% | +37.1% | +27.8% |
| 6M | +26.8% | -21.8% | +48.7% | +31.2% |
| YTD | +44.9% | -17.0% | +61.9% | +48.3% |
| 1Y | +84.8% | -16.4% | +101.2% | +88.8% |
| 3Y | +50.1% | +14.5% | +35.6% | +45.5% |
| All | +131.3% | +41.9% | +89.3% | +112.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling