-3.2%
HCA vs MLM
-17.1%
+13.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -2.8% | +1.4% | -4.2% | -3.0% |
| 30D | -2.7% | -6.5% | +3.8% | -1.8% |
| 3M | +11.5% | -7.4% | +18.9% | +13.0% |
| 6M | -24.3% | -15.8% | -8.5% | -23.3% |
| YTD | -13.6% | -17.4% | +3.8% | -14.6% |
| 1Y | -3.2% | -17.9% | +14.7% | -4.4% |
| All | -3.2% | -17.1% | +13.9% | -4.4% |
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