+145.5%
MLM vs HBM
+274.8%
-129.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | -5.8% | -1.3% | -4.6% | -5.7% |
| 30D | +9.8% | -14.8% | +24.7% | +12.6% |
| 3M | -5.2% | -20.7% | +15.5% | -1.9% |
| 6M | -10.3% | -13.9% | +3.6% | -9.6% |
| YTD | -15.5% | +10.6% | -26.1% | -19.6% |
| 1Y | -15.0% | +32.4% | -47.4% | -21.9% |
| 3Y | +17.5% | +432.0% | -414.5% | -20.3% |
| 5Y | +30.5% | +205.5% | -174.9% | -6.4% |
| 10Y | +145.5% | +291.1% | -145.6% | +33.6% |
| All | +145.5% | +274.8% | -129.3% | +33.6% |
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