+10.8%
HD vs MLM
+41.9%
-31.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.4% |
| 7D | -2.1% | -2.9% | +0.9% | -0.7% |
| 30D | -8.4% | -6.8% | -1.6% | -5.2% |
| 3M | +4.3% | -11.2% | +15.6% | +10.2% |
| 6M | -11.1% | -21.8% | +10.7% | -0.3% |
| YTD | -4.7% | -17.0% | +12.3% | +3.5% |
| 1Y | -19.8% | -16.4% | -3.4% | -13.4% |
| 3Y | +4.1% | +14.5% | -10.4% | -5.4% |
| All | +10.8% | +41.9% | -31.1% | -10.5% |
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