+121.5%
HBAN vs MLM
+167.5%
-45.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +1.5% |
| 7D | -0.6% | -3.8% | +3.3% | +1.6% |
| 30D | +3.9% | +11.0% | -7.1% | -2.3% |
| 3M | -8.4% | -3.1% | -5.3% | -7.1% |
| 6M | +0.6% | -9.8% | +10.4% | +5.3% |
| YTD | -5.5% | -14.4% | +8.8% | +0.9% |
| 1Y | +5.4% | -12.6% | +17.9% | +11.1% |
| 3Y | +76.7% | +19.7% | +57.0% | +52.9% |
| 5Y | +25.1% | +29.8% | -4.6% | +0.7% |
| 10Y | +121.5% | +153.5% | -32.0% | +17.5% |
| All | +121.5% | +167.5% | -45.9% | +17.5% |
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 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