+181.2%
MLM vs HIG
+276.3%
-95.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.4% | -0.6% |
| 7D | -4.1% | +1.1% | -5.2% | -4.6% |
| 30D | +8.2% | +5.6% | +2.6% | +5.1% |
| 3M | -3.6% | -6.9% | +3.3% | -0.1% |
| 6M | -15.6% | +1.3% | -16.8% | -16.7% |
| YTD | -16.4% | -1.5% | -15.0% | -16.6% |
| 1Y | -14.3% | +6.6% | -21.0% | -18.2% |
| 3Y | +19.3% | +91.2% | -71.9% | -19.0% |
| 5Y | +29.6% | +106.1% | -76.5% | -16.3% |
| All | +181.2% | +276.3% | -95.1% | +3.4% |
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