+99.0%
HLT vs MLM
+19.3%
+79.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -1.9% |
| 7D | -2.4% | +1.4% | -3.8% | -3.0% |
| 30D | -4.1% | -6.5% | +2.4% | -1.6% |
| 3M | -10.6% | -7.4% | -3.1% | -8.5% |
| 6M | +2.0% | -15.8% | +17.9% | +8.5% |
| YTD | +6.1% | -17.4% | +23.6% | +12.9% |
| 1Y | +9.8% | -17.9% | +27.7% | +16.9% |
| 3Y | +99.0% | +18.9% | +80.1% | +78.3% |
| All | +99.0% | +19.3% | +79.7% | +78.3% |
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 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