-54.6%
HUBS vs MLM
-17.1%
-37.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.5% |
| 7D | -9.0% | -0.9% | -8.1% | -8.8% |
| 30D | +7.2% | -6.1% | +13.3% | +8.4% |
| 3M | +20.9% | -9.7% | +30.5% | +22.4% |
| 6M | -13.0% | -14.4% | +1.4% | -12.1% |
| YTD | -43.8% | -17.7% | -26.1% | -41.8% |
| 1Y | -54.6% | -18.7% | -35.9% | -52.8% |
| All | -54.6% | -17.1% | -37.5% | -52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling