+456.6%
HCA vs MLM
+204.6%
+252.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -2.8% | +1.4% | -4.2% | -3.4% |
| 30D | -2.7% | -6.5% | +3.8% | -0.2% |
| 3M | +11.5% | -7.4% | +18.9% | +14.5% |
| 6M | -24.3% | -15.8% | -8.5% | -19.4% |
| YTD | -13.6% | -17.4% | +3.8% | -8.1% |
| 1Y | -3.2% | -17.9% | +14.7% | +2.9% |
| 3Y | +50.4% | +18.9% | +31.5% | +32.5% |
| 5Y | +64.8% | +43.4% | +21.3% | +31.0% |
| 10Y | +456.6% | +206.2% | +250.4% | +220.0% |
| All | +456.6% | +204.6% | +252.0% | +220.0% |
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 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