+1,553.1%
HAS vs MLM
+3,039.4%
-1,486.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.2% | +3.5% | 0.0% |
| 7D | 0.0% | -1.2% | +1.2% | +0.3% |
| 30D | +31.3% | +7.9% | +23.4% | +28.0% |
| 3M | +32.1% | -4.5% | +36.6% | +33.9% |
| 6M | +28.1% | -12.6% | +40.8% | +32.9% |
| YTD | +49.1% | -14.9% | +64.0% | +55.6% |
| 1Y | +60.5% | -13.1% | +73.6% | +66.4% |
| 3Y | +183.9% | +21.2% | +162.6% | +162.1% |
| 5Y | +51.2% | +32.0% | +19.2% | +34.5% |
| 10Y | +105.3% | +195.3% | -90.1% | +35.7% |
| All | +1,553.1% | +3,039.4% | -1,486.3% | +463.0% |
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