+153.5%
MLM vs HIG
+270.3%
-116.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.8% | +2.1% |
| 7D | -3.8% | -0.5% | -3.4% | -3.6% |
| 30D | +11.0% | +4.5% | +6.5% | +8.5% |
| 3M | -3.1% | -5.5% | +2.4% | -0.4% |
| 6M | -9.8% | +3.1% | -12.9% | -11.9% |
| YTD | -14.4% | -0.8% | -13.5% | -14.8% |
| 1Y | -12.6% | +6.1% | -18.6% | -16.2% |
| 3Y | +19.7% | +94.1% | -74.4% | -19.1% |
| 5Y | +29.8% | +106.4% | -76.7% | -16.1% |
| 10Y | +153.5% | +265.1% | -111.6% | +6.2% |
| All | +153.5% | +270.3% | -116.8% | +6.2% |
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