+889.0%
MSFT vs MLM
+185.4%
+703.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.4% |
| 7D | +1.7% | -4.1% | +5.8% | +2.9% |
| 30D | +0.2% | +8.2% | -8.0% | -2.3% |
| 3M | +6.4% | -3.6% | +9.9% | +7.2% |
| 6M | +28.7% | -15.6% | +44.3% | +34.1% |
| YTD | +10.4% | -16.4% | +26.8% | +14.6% |
| 1Y | +7.6% | -14.3% | +22.0% | +10.7% |
| 3Y | +52.3% | +19.3% | +33.0% | +38.6% |
| 5Y | +64.5% | +29.6% | +34.9% | +43.5% |
| All | +889.0% | +185.4% | +703.6% | +591.8% |
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