+35,834.0%
MSFT vs MLM
+3,039.4%
+32,794.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.2% | +1.6% | -2.1% |
| 7D | +1.1% | -1.2% | +2.3% | +1.4% |
| 30D | +1.3% | +7.9% | -6.7% | -1.1% |
| 3M | +10.2% | -4.5% | +14.6% | +11.3% |
| 6M | +30.8% | -12.6% | +43.5% | +34.6% |
| YTD | +11.5% | -14.9% | +26.4% | +14.9% |
| 1Y | +6.5% | -13.1% | +19.6% | +9.0% |
| 3Y | +55.5% | +21.2% | +34.2% | +42.9% |
| 5Y | +66.2% | +32.0% | +34.2% | +48.0% |
| 10Y | +928.0% | +195.3% | +732.7% | +585.6% |
| All | +35,834.0% | +3,039.4% | +32,794.5% | +11,760.3% |
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