-16.4%
MLM vs HBM
+123.0%
-139.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.1% | +1.3% |
| 7D | -2.9% | -6.4% | +3.4% | -2.2% |
| 30D | -6.8% | +5.9% | -12.7% | -7.5% |
| 3M | -11.2% | -8.9% | -2.3% | -10.6% |
| 6M | -21.8% | +10.7% | -32.5% | -24.5% |
| YTD | -17.0% | +38.3% | -55.2% | -20.6% |
| 1Y | -16.4% | +121.3% | -137.7% | -22.5% |
| All | -16.4% | +123.0% | -139.3% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling