+2,669.8%
MRK vs MLM
+2,977.0%
-307.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.1% |
| 7D | 0.0% | -2.0% | +2.0% | +0.4% |
| 30D | +3.5% | +9.5% | -6.0% | +1.6% |
| 3M | +11.2% | -4.7% | +15.9% | +12.2% |
| 6M | +32.5% | -10.7% | +43.2% | +34.9% |
| YTD | +42.5% | -16.6% | +59.0% | +46.7% |
| 1Y | +65.4% | -15.4% | +80.8% | +69.8% |
| 3Y | +58.8% | +15.9% | +42.9% | +51.6% |
| 5Y | +103.9% | +27.1% | +76.7% | +87.8% |
| 10Y | +226.8% | +142.3% | +84.5% | +150.3% |
| All | +2,669.8% | +2,977.0% | -307.1% | +1,141.1% |
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 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