-55.2%
HUBS vs MLM
+19.3%
-74.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.7% |
| 7D | -4.3% | +1.4% | -5.7% | -4.9% |
| 30D | +14.2% | -6.5% | +20.8% | +17.3% |
| 3M | +15.5% | -7.4% | +23.0% | +18.7% |
| 6M | -18.9% | -15.8% | -3.1% | -14.0% |
| YTD | -40.1% | -17.4% | -22.7% | -36.2% |
| 1Y | -51.8% | -17.9% | -33.9% | -48.6% |
| 3Y | -55.2% | +18.9% | -74.1% | -62.0% |
| All | -55.2% | +19.3% | -74.5% | -62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling