+58.1%
HDB vs MLM
+185.4%
-127.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.4% |
| 7D | +13.3% | -4.1% | +17.5% | +14.9% |
| 30D | +13.6% | +8.2% | +5.4% | +10.4% |
| 3M | +5.8% | -3.6% | +9.3% | +6.8% |
| 6M | -1.9% | -15.6% | +13.6% | +3.2% |
| YTD | -31.2% | -16.4% | -14.8% | -27.6% |
| 1Y | -29.6% | -14.3% | -15.2% | -26.6% |
| 3Y | -10.1% | +19.3% | -29.4% | -18.3% |
| 5Y | -24.3% | +29.6% | -53.9% | -34.6% |
| All | +58.1% | +185.4% | -127.3% | -2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling