+2.0%
HUM vs MLM
+41.9%
-39.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.4% | -1.4% |
| 7D | +4.2% | -2.9% | +7.1% | +4.7% |
| 30D | +10.4% | -6.8% | +17.2% | +11.8% |
| 3M | +15.1% | -11.2% | +26.3% | +17.2% |
| 6M | +120.9% | -21.8% | +142.8% | +131.3% |
| YTD | +57.9% | -17.0% | +74.9% | +62.7% |
| 1Y | +30.6% | -16.4% | +46.9% | +34.4% |
| 3Y | -9.6% | +14.5% | -24.1% | -12.6% |
| All | +2.0% | +41.9% | -39.9% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling