+748.1%
HAL vs MLM
+2,961.7%
-2,213.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.1% |
| 7D | +2.9% | -2.9% | +5.8% | +4.2% |
| 30D | +17.0% | -6.8% | +23.9% | +20.5% |
| 3M | -9.7% | -11.2% | +1.6% | -6.0% |
| 6M | +8.6% | -21.8% | +30.5% | +18.7% |
| YTD | +33.0% | -17.0% | +50.0% | +40.8% |
| 1Y | +68.3% | -16.4% | +84.7% | +77.0% |
| 3Y | +0.1% | +14.5% | -14.4% | -10.5% |
| 5Y | +102.6% | +41.7% | +60.9% | +60.5% |
| 10Y | +3.8% | +200.0% | -196.2% | -40.8% |
| All | +748.1% | +2,961.7% | -2,213.6% | +122.5% |
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