+26.5%
MLM vs HALO
+156.0%
-129.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -0.9% | -3.2% | +2.4% | -0.4% |
| 30D | +9.0% | -14.2% | +23.2% | +11.5% |
| 3M | -5.6% | -0.4% | -5.2% | -5.8% |
| 6M | -10.7% | +43.2% | -53.9% | -16.2% |
| YTD | -17.2% | +49.0% | -66.1% | -23.0% |
| 1Y | -14.2% | +40.8% | -55.1% | -19.7% |
| 3Y | +15.6% | +167.4% | -151.8% | -6.4% |
| All | +26.5% | +156.0% | -129.5% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling