+108.4%
HCA vs MLM
+23.5%
+84.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.6% | -1.8% |
| 7D | +4.6% | -4.1% | +8.7% | +6.2% |
| 30D | +12.7% | +8.2% | +4.5% | +9.6% |
| 3M | +21.3% | -3.6% | +24.9% | +22.5% |
| 6M | +15.7% | -15.6% | +31.3% | +22.2% |
| YTD | +6.6% | -16.4% | +23.0% | +11.7% |
| 1Y | +5.7% | -14.3% | +20.1% | +9.5% |
| 3Y | +119.2% | +19.3% | +99.9% | +89.1% |
| All | +108.4% | +23.5% | +84.9% | +73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling