+153.5%
MLM vs HALO
+922.0%
-768.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.6% |
| 7D | -3.8% | -20.2% | +16.3% | -0.5% |
| 30D | +11.0% | -6.8% | +17.8% | +12.0% |
| 3M | -3.1% | -0.2% | -2.9% | -3.4% |
| 6M | -9.8% | +60.5% | -70.3% | -17.2% |
| YTD | -14.4% | +52.9% | -67.3% | -20.9% |
| 1Y | -12.6% | +50.8% | -63.4% | -19.2% |
| 3Y | +19.7% | +180.6% | -160.9% | -3.3% |
| 5Y | +29.8% | +166.6% | -136.8% | +3.6% |
| 10Y | +153.5% | +801.2% | -647.7% | +60.4% |
| All | +153.5% | +922.0% | -768.5% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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