+722.6%
HUBS vs MLM
+375.1%
+347.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.1% | -3.5% |
| 7D | -5.0% | -2.9% | -2.1% | -3.7% |
| 30D | -1.0% | -6.8% | +5.8% | +2.7% |
| 3M | +12.4% | -11.2% | +23.6% | +18.8% |
| 6M | -11.1% | -21.8% | +10.7% | -0.9% |
| YTD | -38.3% | -17.0% | -21.3% | -33.6% |
| 1Y | -46.7% | -16.4% | -30.3% | -43.0% |
| 3Y | -55.1% | +14.5% | -69.6% | -59.8% |
| 5Y | -64.8% | +41.7% | -106.6% | -71.3% |
| 10Y | +334.3% | +200.0% | +134.3% | +139.0% |
| All | +722.6% | +375.1% | +347.5% | +280.9% |
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