+250.7%
HUBS vs MLM
+140.5%
+110.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.4% |
| 7D | -6.4% | -5.8% | -0.5% | -3.2% |
| 30D | -9.2% | +9.8% | -19.0% | -13.8% |
| 3M | -8.0% | -5.2% | -2.8% | -5.8% |
| 6M | +6.0% | -10.3% | +16.3% | +10.9% |
| YTD | -49.4% | -15.5% | -34.0% | -46.1% |
| 1Y | -48.6% | -15.0% | -33.6% | -45.5% |
| 3Y | -52.7% | +17.5% | -70.2% | -59.0% |
| 5Y | -75.2% | +30.5% | -105.8% | -79.7% |
| 10Y | +250.7% | +145.5% | +105.2% | +86.8% |
| All | +250.7% | +140.5% | +110.2% | +86.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling