+56.8%
HAS vs MLM
+199.9%
-143.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -1.0% |
| 7D | -1.8% | -2.9% | +1.1% | -0.6% |
| 30D | +2.3% | -6.8% | +9.1% | +5.2% |
| 3M | +10.4% | -11.2% | +21.6% | +15.3% |
| 6M | -3.2% | -21.8% | +18.6% | +6.3% |
| YTD | +15.4% | -17.0% | +32.4% | +23.1% |
| 1Y | +18.8% | -16.4% | +35.2% | +26.1% |
| 3Y | +43.9% | +14.5% | +29.5% | +32.0% |
| 5Y | +13.9% | +41.7% | -27.9% | -6.0% |
| All | +56.8% | +199.9% | -143.1% | -9.4% |
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