+922.9%
MSFT vs MLM
+149.0%
+773.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | +2.3% | -2.9% | +5.2% | +3.3% |
| 30D | -0.4% | +10.4% | -10.8% | -3.5% |
| 3M | +5.6% | -3.7% | +9.3% | +6.5% |
| 6M | +29.0% | -10.3% | +39.2% | +31.9% |
| YTD | +10.9% | -14.8% | +25.7% | +14.6% |
| 1Y | +6.2% | -13.9% | +20.1% | +9.2% |
| 3Y | +47.6% | +18.4% | +29.2% | +34.4% |
| 5Y | +67.9% | +31.8% | +36.1% | +45.2% |
| 10Y | +922.9% | +143.4% | +779.5% | +588.7% |
| All | +922.9% | +149.0% | +773.9% | +588.7% |
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