+66.7%
HBAN vs MLM
+18.7%
+47.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | 0.0% |
| 7D | -2.0% | -4.1% | +2.2% | 0.0% |
| 30D | +2.0% | +8.2% | -6.2% | -2.0% |
| 3M | -10.0% | -3.6% | -6.4% | -8.7% |
| 6M | -5.3% | -15.6% | +10.3% | +2.1% |
| YTD | -8.2% | -16.4% | +8.2% | -1.8% |
| 1Y | +4.2% | -14.3% | +18.5% | +9.8% |
| 3Y | +66.7% | +19.3% | +47.3% | +42.5% |
| All | +66.7% | +18.7% | +47.9% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling