+4,023.2%
HDB vs MLM
+1,458.5%
+2,564.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.2% | +6.7% | +3.9% |
| 7D | +13.3% | -1.2% | +14.5% | +13.8% |
| 30D | +10.2% | +7.9% | +2.2% | +6.2% |
| 3M | +3.6% | -4.5% | +8.0% | +5.3% |
| 6M | -0.5% | -12.6% | +12.1% | +4.8% |
| YTD | -32.4% | -14.9% | -17.5% | -28.3% |
| 1Y | -31.1% | -13.1% | -18.0% | -27.7% |
| 3Y | -12.6% | +21.2% | -33.8% | -23.7% |
| 5Y | -25.7% | +32.0% | -57.7% | -39.3% |
| 10Y | +56.5% | +195.3% | -138.8% | -23.2% |
| All | +4,023.2% | +1,458.5% | +2,564.7% | +742.3% |
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