+2,216.0%
HON vs MLM
+2,981.8%
-765.8%
-70.1%
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% | +2.7% |
| 7D | +0.8% | -4.1% | +4.9% | +2.4% |
| 30D | +5.7% | +8.2% | -2.4% | +2.6% |
| 3M | -8.3% | -3.6% | -4.7% | -7.3% |
| 6M | -2.4% | -15.6% | +13.1% | +3.5% |
| YTD | +9.0% | -16.4% | +25.4% | +15.7% |
| 1Y | +9.2% | -14.3% | +23.5% | +14.7% |
| 3Y | +26.3% | +19.3% | +7.0% | +15.3% |
| 5Y | +9.1% | +29.6% | -20.4% | -4.9% |
| 10Y | +163.4% | +189.9% | -26.5% | +61.0% |
| All | +2,216.0% | +2,981.8% | -765.8% | +496.7% |
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