+242.9%
HL vs MLM
+206.1%
+36.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -3.0% |
| 7D | +1.5% | -2.9% | +4.4% | +2.9% |
| 30D | +25.1% | -6.8% | +31.9% | +29.2% |
| 3M | +22.9% | -11.2% | +34.1% | +29.3% |
| 6M | -4.9% | -21.8% | +16.9% | +5.9% |
| YTD | +7.8% | -17.0% | +24.8% | +17.1% |
| 1Y | +133.9% | -16.4% | +150.3% | +152.4% |
| 3Y | +380.9% | +14.5% | +366.4% | +350.5% |
| 5Y | +230.2% | +41.7% | +188.5% | +177.4% |
| All | +242.9% | +206.1% | +36.8% | +82.9% |
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