+148.7%
HUM vs MLM
+204.6%
-55.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +2.1% | +1.4% | +0.7% | +1.7% |
| 30D | +4.7% | -6.5% | +11.2% | +6.6% |
| 3M | +13.5% | -7.4% | +20.9% | +15.2% |
| 6M | +126.7% | -15.8% | +142.5% | +135.6% |
| YTD | +58.5% | -17.4% | +76.0% | +65.4% |
| 1Y | +31.7% | -17.9% | +49.6% | +37.8% |
| 3Y | -10.6% | +18.9% | -29.5% | -17.5% |
| 5Y | +2.5% | +43.4% | -41.0% | -13.0% |
| 10Y | +148.7% | +206.2% | -57.5% | +56.6% |
| All | +148.7% | +204.6% | -55.9% | +56.6% |
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