+209.3%
MLM vs HALO
+924.7%
-715.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.6% |
| 7D | -2.7% | -2.1% | -0.7% | -2.4% |
| 30D | -8.3% | +4.6% | -13.0% | -9.1% |
| 3M | -12.0% | +50.2% | -62.2% | -18.2% |
| 6M | -17.6% | +57.6% | -75.2% | -24.2% |
| YTD | -18.9% | +59.6% | -78.4% | -25.6% |
| 1Y | -17.6% | +41.2% | -58.8% | -23.1% |
| 3Y | +16.8% | +178.9% | -162.1% | -6.2% |
| 5Y | +41.0% | +160.1% | -119.1% | +12.3% |
| 10Y | +209.3% | +967.5% | -758.2% | +75.2% |
| All | +209.3% | +924.7% | -715.4% | +75.2% |
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