+153.5%
MLM vs HBM
+328.6%
-175.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.0% | -6.5% | +0.9% |
| 7D | -3.8% | +5.0% | -8.9% | -4.7% |
| 30D | +11.0% | -12.7% | +23.7% | +13.3% |
| 3M | -3.1% | -17.4% | +14.4% | -0.4% |
| 6M | -9.8% | -8.9% | -0.9% | -10.0% |
| YTD | -14.4% | +14.9% | -29.3% | -19.1% |
| 1Y | -12.6% | +41.4% | -54.0% | -20.6% |
| 3Y | +19.7% | +462.1% | -442.4% | -19.6% |
| 5Y | +29.8% | +224.0% | -194.3% | -8.0% |
| 10Y | +153.5% | +320.9% | -167.4% | +35.1% |
| All | +153.5% | +328.6% | -175.1% | +35.1% |
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