+181.2%
MLM vs HBM
+376.3%
-195.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.1% |
| 7D | -4.1% | -3.6% | -0.5% | -3.5% |
| 30D | +8.2% | -19.2% | +27.3% | +12.0% |
| 3M | -3.6% | -20.5% | +16.9% | -0.2% |
| 6M | -15.6% | -12.8% | -2.7% | -15.1% |
| YTD | -16.4% | +5.4% | -21.9% | -19.8% |
| 1Y | -14.3% | +33.0% | -47.3% | -21.4% |
| 3Y | +19.3% | +357.3% | -338.0% | -17.1% |
| 5Y | +29.6% | +210.4% | -180.8% | -7.8% |
| All | +181.2% | +376.3% | -195.1% | +44.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling