+23.5%
HL vs MLM
+2,981.8%
-2,958.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.8% |
| 7D | +8.9% | -4.1% | +13.1% | +10.9% |
| 30D | -10.1% | +8.2% | -18.2% | -13.1% |
| 3M | -7.0% | -3.6% | -3.5% | -5.7% |
| 6M | -18.8% | -15.6% | -3.2% | -13.1% |
| YTD | -23.1% | -16.4% | -6.7% | -17.3% |
| 1Y | +8.9% | -14.3% | +23.2% | +16.1% |
| 3Y | +255.0% | +19.3% | +235.7% | +227.5% |
| 5Y | +151.5% | +29.6% | +121.9% | +120.3% |
| 10Y | +138.4% | +189.9% | -51.5% | +40.5% |
| All | +23.5% | +2,981.8% | -2,958.3% | -57.8% |
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