+143.4%
MLM vs HIG
+268.7%
-125.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.7% |
| 7D | -2.9% | +2.1% | -5.0% | -3.9% |
| 30D | +10.4% | +6.7% | +3.7% | +6.7% |
| 3M | -3.7% | -1.9% | -1.8% | -3.0% |
| 6M | -10.3% | +5.3% | -15.6% | -13.4% |
| YTD | -14.8% | +1.3% | -16.2% | -16.2% |
| 1Y | -13.9% | +7.2% | -21.1% | -18.0% |
| 3Y | +18.4% | +96.6% | -78.3% | -20.6% |
| 5Y | +31.8% | +110.0% | -78.2% | -15.5% |
| 10Y | +143.4% | +268.4% | -124.9% | +2.7% |
| All | +143.4% | +268.7% | -125.3% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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