-25.3%
HCA vs MLM
-21.4%
-4.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.2% | -1.4% |
| 7D | -3.1% | -2.9% | -0.2% | -2.1% |
| 30D | -1.1% | -6.8% | +5.7% | +1.2% |
| 3M | +12.2% | -11.2% | +23.4% | +15.9% |
| 6M | -25.3% | -21.8% | -3.5% | -20.0% |
| All | -25.3% | -21.4% | -4.0% | -20.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling