+388.4%
HBAN vs MLM
+2,961.7%
-2,573.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.7% |
| 7D | +0.7% | -2.9% | +3.6% | +2.1% |
| 30D | -3.2% | -6.8% | +3.6% | +0.1% |
| 3M | +4.0% | -11.2% | +15.2% | +9.4% |
| 6M | +3.1% | -21.8% | +25.0% | +15.3% |
| YTD | 0.0% | -17.0% | +17.0% | +8.0% |
| 1Y | -1.2% | -16.4% | +15.2% | +6.1% |
| 3Y | +72.5% | +14.5% | +58.0% | +56.7% |
| 5Y | +39.3% | +41.7% | -2.4% | +12.3% |
| 10Y | +157.3% | +200.0% | -42.7% | +38.9% |
| All | +388.4% | +2,961.7% | -2,573.3% | +32.6% |
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