+172.1%
HUT vs MLM
+184.3%
-12.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +2.4% | -25.6% | -25.0% |
| 7D | -29.5% | +9.1% | -38.7% | -35.0% |
| 30D | -45.2% | +14.6% | -59.8% | -51.6% |
| 3M | -51.6% | +0.3% | -51.9% | -52.8% |
| 6M | -37.3% | -7.5% | -29.9% | -36.3% |
| YTD | +6.5% | -10.2% | +16.8% | +12.9% |
| 1Y | +1.7% | -10.5% | +12.2% | +8.3% |
| 3Y | +314.7% | +27.8% | +286.9% | +234.8% |
| 5Y | -33.4% | +38.9% | -72.3% | -47.6% |
| All | +172.1% | +184.3% | -12.2% | +35.9% |
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