+143.0%
HUM vs MLM
+140.0%
+3.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.2% |
| 7D | +7.7% | -2.0% | +9.7% | +8.3% |
| 30D | +5.8% | +9.5% | -3.7% | +2.9% |
| 3M | +14.3% | -4.7% | +19.1% | +15.5% |
| 6M | +50.9% | -10.7% | +61.6% | +54.0% |
| YTD | +74.9% | -16.6% | +91.4% | +81.4% |
| 1Y | +86.9% | -15.4% | +102.3% | +93.1% |
| 3Y | -6.7% | +15.9% | -22.6% | -13.1% |
| 5Y | +4.8% | +27.1% | -22.4% | -7.4% |
| All | +143.0% | +140.0% | +3.0% | +55.0% |
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 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