+6,486.0%
HD vs MLM
+2,961.7%
+3,524.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.5% |
| 7D | -2.1% | -2.9% | +0.9% | -1.0% |
| 30D | -8.4% | -6.8% | -1.6% | -6.0% |
| 3M | +4.3% | -11.2% | +15.6% | +8.8% |
| 6M | -11.1% | -21.8% | +10.7% | -2.9% |
| YTD | -4.7% | -17.0% | +12.3% | +1.6% |
| 1Y | -19.8% | -16.4% | -3.4% | -14.8% |
| 3Y | +4.1% | +14.5% | -10.4% | -2.4% |
| 5Y | +10.3% | +41.7% | -31.4% | -5.3% |
| 10Y | +203.2% | +200.0% | +3.1% | +85.8% |
| All | +6,486.0% | +2,961.7% | +3,524.3% | +1,653.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling