+2,204.9%
HUM vs MLM
+3,058.1%
-853.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.5% | -4.9% | -3.1% |
| 7D | +3.1% | -3.8% | +7.0% | +4.1% |
| 30D | -1.8% | +11.0% | -12.8% | -4.7% |
| 3M | +10.2% | -3.1% | +13.2% | +10.6% |
| 6M | +54.6% | -9.8% | +64.4% | +57.2% |
| YTD | +66.8% | -14.4% | +81.2% | +71.4% |
| 1Y | +70.1% | -12.6% | +82.7% | +73.8% |
| 3Y | -11.3% | +19.7% | -31.1% | -17.5% |
| 5Y | -1.2% | +29.8% | -30.9% | -11.9% |
| 10Y | +147.8% | +153.5% | -5.8% | +74.7% |
| All | +2,204.9% | +3,058.1% | -853.2% | +770.3% |
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 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