+43.5%
MLM vs HALO
+162.4%
-118.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +1.2% |
| 7D | -2.9% | +4.6% | -7.5% | -3.6% |
| 30D | -6.8% | +31.8% | -38.6% | -11.0% |
| 3M | -11.2% | +53.9% | -65.1% | -17.3% |
| 6M | -21.8% | +57.4% | -79.2% | -27.5% |
| YTD | -17.0% | +63.7% | -80.7% | -23.6% |
| 1Y | -16.4% | +50.1% | -66.5% | -22.2% |
| 3Y | +14.5% | +157.3% | -142.9% | -5.4% |
| All | +43.5% | +162.4% | -118.9% | +7.5% |
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