+348.0%
HBAN vs MLM
+2,981.8%
-2,633.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.1% |
| 3M | -10.0% | -3.6% | -6.4% | -8.7% |
| 6M | -5.3% | -15.6% | +10.3% | +1.9% |
| YTD | -8.2% | -16.4% | +8.2% | -1.4% |
| 1Y | +4.2% | -14.3% | +18.5% | +10.5% |
| 3Y | +66.7% | +19.3% | +47.3% | +48.7% |
| 5Y | +21.7% | +29.6% | -7.8% | +2.7% |
| 10Y | +131.2% | +189.9% | -58.8% | +26.9% |
| All | +348.0% | +2,981.8% | -2,633.8% | +21.0% |
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