+2,262.2%
HUM vs MLM
+2,981.8%
-719.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.8% | +7.2% | +5.8% |
| 7D | +4.6% | -4.1% | +8.8% | +5.7% |
| 30D | +9.6% | +8.2% | +1.5% | +7.2% |
| 3M | +18.4% | -3.6% | +21.9% | +19.1% |
| 6M | +76.9% | -15.6% | +92.4% | +83.0% |
| YTD | +71.0% | -16.4% | +87.4% | +76.8% |
| 1Y | +75.0% | -14.3% | +89.3% | +79.8% |
| 3Y | -7.7% | +19.3% | -27.0% | -14.0% |
| 5Y | +0.6% | +29.6% | -29.0% | -10.3% |
| 10Y | +182.1% | +189.9% | -7.8% | +92.1% |
| All | +2,262.2% | +2,981.8% | -719.6% | +797.9% |
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