+10.7%
HCA vs MLM
-12.5%
+23.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +1.5% |
| 7D | +7.9% | -3.8% | +11.8% | +8.7% |
| 30D | +11.9% | +11.0% | +0.9% | +10.3% |
| 3M | +22.4% | -3.1% | +25.4% | +23.1% |
| 6M | +16.5% | -9.8% | +26.3% | +17.8% |
| YTD | +8.7% | -14.4% | +23.1% | +5.7% |
| All | +10.7% | -12.5% | +23.2% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling