+37.3%
HDB vs MLM
+199.9%
-162.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -0.8% |
| 7D | +0.4% | -2.9% | +3.3% | +1.4% |
| 30D | -2.8% | -6.8% | +4.0% | -0.6% |
| 3M | -3.5% | -11.2% | +7.7% | 0.0% |
| 6M | -24.7% | -21.8% | -2.9% | -18.6% |
| YTD | -36.6% | -17.0% | -19.6% | -33.0% |
| 1Y | -34.4% | -16.4% | -18.0% | -31.0% |
| 3Y | -24.4% | +14.5% | -38.9% | -30.2% |
| 5Y | -35.4% | +41.7% | -77.1% | -45.8% |
| All | +37.3% | +199.9% | -162.6% | -13.0% |
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