+102.4%
HL vs MLM
-17.1%
+119.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.7% |
| 7D | +7.1% | +1.4% | +5.7% | +6.1% |
| 30D | +21.4% | -6.5% | +28.0% | +26.9% |
| 3M | +37.4% | -7.4% | +44.9% | +43.1% |
| 6M | +0.4% | -15.8% | +16.2% | +10.9% |
| YTD | +6.7% | -17.4% | +24.1% | +20.9% |
| 1Y | +102.4% | -17.9% | +120.3% | +122.9% |
| All | +102.4% | -17.1% | +119.4% | +122.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling