+646.9%
HLT vs MLM
+494.8%
+152.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.2% | -1.5% |
| 7D | -3.3% | -2.9% | -0.4% | -2.2% |
| 30D | -4.1% | -6.8% | +2.7% | -1.4% |
| 3M | -7.9% | -11.2% | +3.3% | -4.0% |
| 6M | +2.2% | -21.8% | +24.0% | +12.3% |
| YTD | +8.5% | -17.0% | +25.5% | +15.7% |
| 1Y | +12.1% | -16.4% | +28.5% | +19.1% |
| 3Y | +107.6% | +14.5% | +93.1% | +90.5% |
| 5Y | +156.4% | +41.7% | +114.6% | +112.6% |
| 10Y | +566.3% | +200.0% | +366.3% | +298.4% |
| All | +646.9% | +494.8% | +152.1% | +265.8% |
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