+138.8%
MLM vs HBM
+281.1%
-142.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | -0.9% | +2.2% | -3.1% | -1.3% |
| 30D | +9.0% | -11.8% | +20.8% | +11.1% |
| 3M | -5.6% | -19.2% | +13.6% | -2.6% |
| 6M | -10.7% | -22.9% | +12.2% | -8.2% |
| YTD | -17.2% | +7.8% | -25.0% | -20.8% |
| 1Y | -14.2% | +34.9% | -49.1% | -21.4% |
| 3Y | +15.6% | +422.2% | -406.6% | -21.3% |
| 5Y | +26.2% | +192.8% | -166.6% | -8.8% |
| All | +138.8% | +281.1% | -142.4% | +30.9% |
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