+166.2%
HLT vs MLM
+30.7%
+135.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.4% |
| 7D | +0.1% | -5.8% | +5.9% | +3.0% |
| 30D | +15.1% | +9.8% | +5.2% | +9.8% |
| 3M | +19.8% | -5.2% | +25.0% | +22.6% |
| 6M | +19.6% | -10.3% | +29.8% | +24.5% |
| YTD | +31.4% | -15.5% | +46.9% | +40.0% |
| 1Y | +38.0% | -15.0% | +53.1% | +46.6% |
| 3Y | +134.7% | +17.5% | +117.2% | +101.9% |
| 5Y | +166.2% | +30.5% | +135.6% | +109.8% |
| All | +166.2% | +30.7% | +135.5% | +109.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling