+33,404.7%
MSFT vs MLM
+2,961.7%
+30,443.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.2% | -2.4% |
| 7D | -2.7% | -2.9% | +0.2% | -1.9% |
| 30D | +2.7% | -6.8% | +9.5% | +4.7% |
| 3M | +17.0% | -11.2% | +28.2% | +20.2% |
| 6M | +23.8% | -21.8% | +45.7% | +31.5% |
| YTD | +4.0% | -17.0% | +21.0% | +8.2% |
| 1Y | -0.8% | -16.4% | +15.5% | +2.7% |
| 3Y | +55.6% | +14.5% | +41.1% | +45.5% |
| 5Y | +72.9% | +41.7% | +31.2% | +51.1% |
| 10Y | +875.8% | +200.0% | +675.8% | +548.2% |
| All | +33,404.7% | +2,961.7% | +30,443.0% | +11,060.1% |
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