+617.1%
HUBS vs MLM
+377.5%
+239.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.3% | +7.7% | +7.0% |
| 7D | +5.3% | -2.0% | +7.3% | +6.3% |
| 30D | -2.5% | +9.5% | -12.0% | -7.0% |
| 3M | +2.7% | -4.7% | +7.5% | +4.6% |
| 6M | +20.2% | -10.7% | +30.9% | +25.5% |
| YTD | -46.2% | -16.6% | -29.7% | -42.5% |
| 1Y | -45.3% | -15.4% | -29.9% | -42.1% |
| 3Y | -49.7% | +15.9% | -65.6% | -55.3% |
| 5Y | -74.3% | +27.1% | -101.5% | -78.2% |
| 10Y | +273.1% | +142.3% | +130.8% | +119.8% |
| All | +617.1% | +377.5% | +239.6% | +229.9% |
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