-23.8%
HDB vs MLM
+15.1%
-39.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -0.7% |
| 7D | +0.4% | -2.9% | +3.3% | +1.1% |
| 30D | -2.8% | -6.8% | +4.0% | -1.3% |
| 3M | -3.5% | -11.2% | +7.7% | -1.1% |
| 6M | -24.7% | -21.8% | -2.9% | -21.1% |
| YTD | -36.6% | -17.0% | -19.6% | -34.3% |
| 1Y | -34.4% | -16.4% | -18.0% | -32.1% |
| All | -23.8% | +15.1% | -39.0% | -29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling